Title of article :
Bayesian testing for non-linearity in volatility modeling
Author/Authors :
Tatiana Miazhynskaia، نويسنده , , Sylvia Frühwirth-Schnatter، نويسنده , , Georg Dorffner، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Keywords :
Volatility modeling , GARCH models , Bayesian model selection , Neural networks , Markov chain Monte Carlo (MCMC)
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
