Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions

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DOI10.1080/02664763.2013.839635MaRDI QIDQ120633FDO

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

Publication date 14 October 2013

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

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