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• W2959253404 abstract "This paper proposes a Bayesian semiparametric modeling approach for the return distribution in double autoregressive models. Monte Carlo investigation of finite sample properties and an empirical application are presented. The results indicate that the semiparametric model developed in this paper is valuable and competitive." @default.
• W2959253404 created "2019-07-23" @default.
• W2959253404 creator A5044235056 @default.
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• W2959253404 date "2019-07-15" @default.
• W2959253404 modified "2023-10-17" @default.
• W2959253404 title "Bayesian Semiparametric Double Autoregressive Modeling" @default.
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• W2959253404 doi "https://doi.org/10.1155/2019/4267532" @default.
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