%0 Journal Article %1 Gerlach2006 %A Gerlach, Richard %A Tuyl, Frank %D 2006 %J International Journal of Forecasting %K Regime switching %N 1 %P 91--107 %T MCMC methods for comparing stochastic volatility and GARCH models %U http://www.sciencedirect.com/science/article/B6V92-4H2PJBV-1/1/7144fef67a23c5ccfb7460d7d6f7d964 %V 22

@article{Gerlach2006, added-at = {2008-04-22T15:17:45.000+0200}, author = {Gerlach, Richard and Tuyl, Frank}, biburl = {https://www.bibsonomy.org/bibtex/275c8a4d84515bdef43e574b2e7c24e47/smicha}, interhash = {ba3d3d718c008248397b7cab788d0e18}, intrahash = {75c8a4d84515bdef43e574b2e7c24e47}, journal = {International Journal of Forecasting}, keywords = {Regime switching}, month = {00}, number = 1, pages = {91--107}, timestamp = {2008-04-22T15:25:42.000+0200}, title = {MCMC methods for comparing stochastic volatility and GARCH models}, url = {http://www.sciencedirect.com/science/article/B6V92-4H2PJBV-1/1/7144fef67a23c5ccfb7460d7d6f7d964}, volume = 22, year = 2006 }