Bayesian model comparison by Markov chain simulation: Illustration using stock market data

Authors
Tsionas, Efthimios G.
Citation
Efthimios G. Tsionas, Bayesian model comparison by Markov chain simulation: Illustration using stock market data, Research in economics, 54(4), 2000, pp. 403-416
Journal title
Research in economics
ISSN journal
10909443 → ACNP
Volume
54
Issue
4
Year of publication
2000
Pages
403 - 416
Database
ESSPER
SICI code
1090-9443(2000)54:4<403:BMCBMC>2.0.ZU;2-J