DSpace Angular :: Navegando por Autor "Fioruci, José"

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Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions.
(2012) Fioruci, José; Ehlers, Ricardo S.; Andrade Filho, Marinho Gomes de
The main goal in this paper is to develop and apply stochastic simulation techniques for GARCH models with multivariate skewed distributions using the Bayesian approach.