Semiparametric GARCH via Bayesian Model Averaging

DOI10.1080/07350015.2019.1668796zbMath1547.62669MaRDI QIDQ6617768

Richard H. Gerlach, Wilson Y. Chen

Publication date: 11 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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