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New volatility models under a Bayesian perspective: a case ..:
Edilberto Cepeda Cuervo
;
Jorge Alberto Achcar
;
Milton Barossi-Filho
http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1413-80502014000200001&lng=en&tlng=en. , 2014
Link:
https://doi.org/10.1590/1413-8050/ea91
RT Journal T1 <Title>New volatility models under a Bayesian perspective: a case study</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftdoajarticles:oai:doaj.org_article:4c58e5e3e2f54ac7bb99e882359f29a9&Exemplar=1&LAN=DE A1 Edilberto Cepeda Cuervo A1 Jorge Alberto Achcar A1 Milton Barossi-Filho PB Universidade de São Paulo YR 2014 K1 ARCH K1 GARCH K1 EGARCH K1 Modelos de Volatilidade Estocástica K1 Series de tempo Financieras K1 Métodos Bayesianos K1 Métodos de MCMC K1 Economic history and conditions K1 HC10-1085 K1 Economics as a science K1 HB71-74 JF http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1413-80502014000200001&lng=en&tlng=en LK http://dx.doi.org/https://doi.org/10.1590/1413-8050/ea91 DO https://doi.org/10.1590/1413-8050/ea91 SF ELIB - SuUB Bremen
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