Tatiana Miazhynskaia, Sylvia Frühwirth-Schnatter,
"Bayesian Testing for Non-linearity in Volatility Modeling"
, in Computational Statistics and Data Analysis, Vol. 51, Nummer 3, Seite(n) 2029-2042, 2006, ISSN: 1872-7352
Original Titel:
Bayesian Testing for Non-linearity in Volatility Modeling