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Journal of Probability and Statistics
Volume 2012 (2012), Article ID 167431, 16 pages
Bayesian Non-Parametric Mixtures of GARCH(1,1) Models
School of Mathematics and Statistics, The University of Western Australia, Perth, Australia
Received 2 March 2012; Revised 16 May 2012; Accepted 18 May 2012
Academic Editor: Ori Rosen
Copyright © 2012 John W. Lau and Ed Cripps. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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