Non-stationarity in garch models: A bayesian analysis
Article first published online: 7 NOV 2006
Copyright © 1993 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
Volume 8, Issue S1, pages S41–S61, December 1993
How to Cite
Kleibergen, F. and van Dijk, H. K. (1993), Non-stationarity in garch models: A bayesian analysis. J. Appl. Econ., 8: S41–S61. doi: 10.1002/jae.3950080505
- Issue published online: 7 NOV 2006
- Article first published online: 7 NOV 2006
- Manuscript Revised: MAY 1993
- Manuscript Received: SEP 1992
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