Bayesian Nonparametric Panel Markov-Switching GARCH Models
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Publication:6150355
DOI10.1080/07350015.2023.2166049arXiv2012.10124OpenAlexW3117148402MaRDI QIDQ6150355
Mauro Costantini, Roberto Casarin, Anthony Osuntuyi
Publication date: 6 March 2024
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.10124
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