%0 Journal Article %1 Tsionas2000 %A Tsionas, Efthymios G. %D 2000 %J Research in Economics %K -distribution, Bayes Carlo, GARCH Markov Monte Studentt chain discrete estimation, factors, kernel mixture, models, multivariate normal returns. stock %N 4 %P 403--416 %T Bayesian model comparison by Markov chain simulation: Illustration using stock market data %U http://www.sciencedirect.com/science/article/B6WWP-45S491P-7/1/876e80b59708c0cbdde64d034583546f %V 54

@article{Tsionas2000, added-at = {2008-04-22T15:17:45.000+0200}, author = {Tsionas, Efthymios G.}, biburl = {https://www.bibsonomy.org/bibtex/2e7b665e4b2edbf46ddfa0aa3abf8aa8f/smicha}, interhash = {ace348ca3462c8b9a88ef2c80e987e57}, intrahash = {e7b665e4b2edbf46ddfa0aa3abf8aa8f}, journal = {Research in Economics}, keywords = {-distribution, Bayes Carlo, GARCH Markov Monte Studentt chain discrete estimation, factors, kernel mixture, models, multivariate normal returns. stock}, month = Dec, number = 4, pages = {403--416}, timestamp = {2008-04-22T15:33:57.000+0200}, title = {Bayesian model comparison by Markov chain simulation: Illustration using stock market data}, url = {http://www.sciencedirect.com/science/article/B6WWP-45S491P-7/1/876e80b59708c0cbdde64d034583546f}, volume = 54, year = 2000 }