• Title of article

    Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models

  • Author/Authors

    D. Giannikis، نويسنده , , I.D. Vrontos، نويسنده , , P. Dellaportas، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2008
  • Pages
    23
  • From page
    1549
  • To page
    1571
  • Keywords
    value at risk , Bayesian inference , Autoregressive conditional heteroscedasticity , Stochastic Search , Markov chain Monte Carlo
  • Journal title
    Computational Statistics and Data Analysis
  • Serial Year
    2008
  • Journal title
    Computational Statistics and Data Analysis
  • Record number

    145632

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145632