Yumlu, M.S., Gürgen, F.S., Cemgil, A.T., Okay, N., "Bayesian Changepoint and Time-Varying Parameter Learning in Regime Switching Volatility Models", Digital Signal Processing, 40, 198-212, 2015.
Araştırma Çıktıları
Yumlu, M.S., Gürgen, F.S., Cemgil, A.T., Okay, N., "Bayesian Changepoint and Time-Varying Parameter Learning in Regime Switching Volatility Models", Digital Signal Processing, 40, 198-212, 2015.