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The VAR-VARCH model: A Bayesian approach

  • Polasek W
  • Kozumi H
Springer New York, (1996), 402-413
DOI: 10.1007/978-1-4612-2414-3_26
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Polasek, W., & Kozumi, H. (1996). The VAR-VARCH model: A Bayesian approach. In Modelling and Prediction Honoring Seymour Geisser (pp. 402–413). Springer New York. https://doi.org/10.1007/978-1-4612-2414-3_26

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