%0 Journal Article %1 Bauwens2014Marginal %A Bauwens, Luc %A Dufays, Arnaud %A Rombouts, Jeroen V. K. %D 2014 %J Journal of Econometrics %K garch-models, time-series econometrics %P 508--522 %R 10.1016/j.jeconom.2013.08.017 %T Marginal likelihood for Markov-switching and change-point GARCH models %U http://dx.doi.org/10.1016/j.jeconom.2013.08.017 %V 178

@article{Bauwens2014Marginal, added-at = {2019-06-10T14:53:09.000+0200}, author = {Bauwens, Luc and Dufays, Arnaud and Rombouts, Jeroen V. K.}, biburl = {https://www.bibsonomy.org/bibtex/233a2621a807ffe8f9afc92d7ffafc20d/nonancourt}, citeulike-article-id = {14470890}, citeulike-linkout-0 = {http://dx.doi.org/10.1016/j.jeconom.2013.08.017}, doi = {10.1016/j.jeconom.2013.08.017}, interhash = {732d2bca154d3f2c5a47a8eb5835cad7}, intrahash = {33a2621a807ffe8f9afc92d7ffafc20d}, issn = {03044076}, journal = {Journal of Econometrics}, keywords = {garch-models, time-series econometrics}, month = jan, pages = {508--522}, posted-at = {2017-11-03 18:06:12}, priority = {2}, timestamp = {2019-08-01T16:18:55.000+0200}, title = {{Marginal likelihood for Markov-switching and change-point GARCH models}}, url = {http://dx.doi.org/10.1016/j.jeconom.2013.08.017}, volume = 178, year = 2014 }