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Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions - MaRDI portal

Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions

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Publication:120633

DOI10.1080/02664763.2013.839635MaRDI QIDQ120633

José A. Fioruci, Marinho G. Andrade Filho, Ricardo S. Ehlers

Publication date: 14 October 2013

Published in: Journal of Applied Statistics (Search for Journal in Brave)




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