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Marginal likelihood for Markov-switching and change-point GARCH models

Bibliographic reference Bauwens, Luc ; Dufays, Arnaud ; Rombouts, Jeroen. Marginal likelihood for Markov-switching and change-point GARCH models. In: Journal of Econometrics, Vol. 178, Part 3, p. 508-522 (2014)
Permanent URL http://hdl.handle.net/2078.1/136057