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Bayesian Analysis of Power-Transformed and Threshold GARCH Models: A Griddy-Gibbs Sampler Approach

Crossref DOI link: https://doi.org/10.1007/s10614-016-9588-x

Published Online: 2016-05-28

Published Print: 2017-10

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Xia, Qiang

Wong, Heung

Liu, Jinshan

Liang, Rubing
Funding

Funding for this research was provided by:

National Science Foundation of Guangdong Province of China (2015A030310365)

National statistical plan for scientific research project of China (2015LZ48)
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Text and Data Mining valid from 2016-05-28