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Q4344415 - MaRDI portal

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scientific article; zbMATH DE number 1034047
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scientific article; zbMATH DE number 1034047

    Statements

    author
    Cathy W. S. Chen
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    Robert E. McCulloch
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    Ruey S. Tsay
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    publication date
    5 February 1998
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    zbMATH DE Number
    1034047
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    zbMATH Keywords
    stock market port folios
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    Wolf sunspot numbers
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    Bayesian model selection
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    bilinear model
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    Gibbs sampler
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    mixed model
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    stochastic volatility
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    threshold autoregressive model
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