Bayesian non-parametric mixtures of GARCH(1,1) models

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	1-16
Journal	Journal of Probability and Statistics
Volume	2012
Issue number	Article ID 167431
DOIs	https://doi.org/10.1155/2012/167431
Publication status	Published - 2012

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@article{fd0b02c3a2924afdaac4f3127b1f59a3,

title = "Bayesian non-parametric mixtures of GARCH(1,1) models",

author = "John Lau and Edward Cripps",

year = "2012",

doi = "10.1155/2012/167431",

language = "English",

volume = "2012",

pages = "1--16",

journal = "Journal of Probability and Statistics",

issn = "1687-952X",

publisher = "Hindawi Publishing Corporation",

number = "Article ID 167431",

}