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Bayesian inference on GARCH models using the Gibbs sampler

Bibliographic reference Bauwens, Luc ; Lubrano, Michel. Bayesian inference on GARCH models using the Gibbs sampler. In: The Econometrics Journal, Vol. 1, p. C23-C46 (1998)
Permanent URL http://hdl.handle.net/2078.1/75250