基于MCMC抽样的金融贝叶斯半参数GARCH模型研究
Publisher: 国家哲学社会科学学术期刊数据库
E-ISSN: 1002-1566|volume|3|452-462
ISSN: 1002-1566
Source: 数理统计与管理, Vol.volume, Iss.3, 2015-01, pp. : 452-462
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Abstract