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