A Bayesian Analysis of Autoregressive Models with Exogenous Variables and Power-Transformed and Threshold GARCH Errors

Author： Xia Qiang   Liang Rubing   Liu Jinshan  

Publisher： Taylor & Francis Ltd

E-ISSN： 1532-415X|44|9|1967-1980

ISSN： 0361-0926

Source： Communications in Statistics: Theory and Methods, Vol.44, Iss.9, 2015-05, pp. : 1967-1980

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