Title of article :
Estimation of a utility-based asset pricing model using normal mixture GARCH(1,1)
Author/Authors :
C.C. Wu، نويسنده , , Jack C. Lee، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Pages :
21
From page :
329
To page :
349
Keywords :
Bayesian , Relative risk aversion , MLE
Journal title :
Economic Modelling
Serial Year :
2007
Journal title :
Economic Modelling
Record number :
227789
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=227789
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