Yan Gao, Chengjun Zhang, Liyan Zhang. Comparative Analysis of Three GARCH Models Based on MCMC. In Chunfeng Liu, Jincai Chang, Aimin Yang, editors, Information Computing and Applications - Second International Conference, ICICA 2011, Qinhuangdao, China, October 28-31, 2011. Proceedings, Part II. Volume 244 of Communications in Computer and Information Science, pages 494-499, Springer, 2011. [doi]
Abstract is missing.