Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions
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Publication:120633
DOI10.1080/02664763.2013.839635MaRDI QIDQ120633FDOQ120633
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)
Cited In (1)
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