Bayesian analysis of dynamic bivariate mixture models: Can they explain the behavior of returns and trading volume?

Journal of Business and Economic Statistics

Volumn 18, Issue 2, 2000, Pages 199-210

  Watanabe, Toshiaki ^a  

^a TOKYO METROPOLITAN UNIVERSITY   (Japan)

Author keywords

Latent variable; Markov chain Monte Carlo; Multimove sampler; Volatility

Indexed keywords

EID: 0034411793     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2000.10524862     Document Type: Article

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