Non-stationarity in GARCH models: a Bayesian analysis

Research output: Chapter/Conference proceeding › Chapter › Academic

Original language	Undefined/Unknown
Title of host publication	Econometric Inference using Simulation Techniques
Editors	H.K. van Dijk, A. Monfort, B.W. Brown
Place of Publication	Chichester
Publisher	John Wiley & Sons Inc.
Pages	57-77
Number of pages	21
ISBN (Print)	0471956236
Publication status	Published - 1995

Research programs

@inbook{783b62076ba447bcad9f725ee3a46248,

title = "Non-stationarity in GARCH models: a Bayesian analysis",

author = "Kleibergen, \{FR (Frank)\} and \{van Dijk\}, Herman",

year = "1995",

language = "Undefined/Unknown",

isbn = "0471956236",

pages = "57--77",

editor = "\{van Dijk\}, H.K. and A. Monfort and B.W. Brown",

booktitle = "Econometric Inference using Simulation Techniques",

publisher = "John Wiley \& Sons Inc.",

address = "United States",

}