Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions

Author： Fioruci José A.   Ehlers Ricardo S.   Andrade Filho Marinho G.  

Publisher： Taylor & Francis Ltd

ISSN： 1360-0532

Source： Journal of Applied Statistics, Vol.41, Iss.2, 2014-02, pp. : 320-331

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