Detecting the Structural Breaks in GARCH Models Based on Bayesian Method: The Case of China Share Index Rate of Return

中国科学院数学与系统科学研究院期刊网

Detecting the Structural Breaks in GARCH Models Based on Bayesian Method: The Case of China Share Index Rate of Return

Qiang LI, Liming WANG, Fei QIU

Detecting the Structural Breaks in GARCH Models Based on Bayesian Method: The Case of China Share Index Rate of Return

Qiang LI, Liming WANG, Fei QIU

Journal of Systems Science and Information . 2015, (4): 321 -333 .