@data{jae.2022320.0721293647, author = {Geweke, John and Amisano, Gianni}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {hierarchical-markov-normal-mixture-models-with-applications-to-financial-asset-returns}, year = {2011}, version = {1}, url = {https://journaldata.zbw.eu/dataset/hierarchical-markov-normal-mixture-models-with-applications-to-financial-asset-returns}, doi = "10.15456/jae.2022320.0721293647" }