000 | 00512nam a2200169Ia 4500 | ||
---|---|---|---|
008 | 100324s9999 xx 000 0 und d | ||
100 | _aBauwens,L and Rombouts, J.V.K | ||
240 | _aEconometric Journal | ||
245 | _aBayesian inference for the mixed conditional heteroskedasticity model | ||
246 | _f2007 | ||
260 | _c2007 | ||
300 |
_bV. 10 _cIssue. 2 _a408 - 425 |
||
366 | _b2007 | ||
650 | _aEconometrics | ||
653 | _aBayesian inference;Finite mixture;ML estimation;Value at risk; | ||
942 | _cJA | ||
999 |
_c43559 _d43559 |