Marginal likelihood for Markov-switching and change-point GARCH models

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Veröffentlicht in:Journal of econometrics
1. Verfasser: Bauwens, Luc (VerfasserIn)
Weitere Verfasser: Dufays, Arnaud (VerfasserIn), Rombouts, Jeroen V. K. (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2014
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