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Bayesian Clustering of Many Garch Models

Bibliographic reference Bauwens, Luc ; Rombouts, Jeroen. Bayesian Clustering of Many Garch Models. In: Econometric Reviews, Vol. 26, no. 2-4, p. 365-386 (Mars 2007)
Permanent URL http://hdl.handle.net/2078.1/23133
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