【作者(必填)】David Ardia

【文题(必填)】Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations
【年份(必填)】2008

【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com/doi/10.1111/j.1368-423X.2008.00253.x/abstract;jsessionid=BE0900C4AAB783F0DEFA95B142F5676A.f02t04