Hierarchical Markov normal mixture models with applications to financial asset returns
Version of Record online: 18 JAN 2010
Copyright © 2010 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 26, Issue 1, pages 1–29, January/February 2011
How to Cite
Geweke, J. and Amisano, G. (2011), Hierarchical Markov normal mixture models with applications to financial asset returns. J. Appl. Econ., 26: 1–29. doi: 10.1002/jae.1119
- Issue online: 18 JAN 2010
- Version of Record online: 18 JAN 2010
- Manuscript Revised: 20 MAY 2009
- Manuscript Received: 2 AUG 2007
- US National Science Foundation. Grant Numbers: SBR-9819444, SBR-0720547
- Consiglio Nazionale delle Ricerche. Grant Number: AI n.92.00073.10
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