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MCMC Bayesian Estimation in FIEGARCH Models:
Prass, Taiane S.
;
Lopes, Sílvia R. C.
;
Achcar, Jorge A.
Communications in Statistics - Simulation and Computation. 45 (2014) 9 - p. 3238-3258 , 2014
Link:
https://doi.org/10.1080/03610918.2014.932800
RT Journal T1 <Title>MCMC Bayesian Estimation in FIEGARCH Models</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_03610918.2014.932800&Exemplar=1&LAN=DE A1 Prass, Taiane S. A1 Lopes, Sílvia R. C. A1 Achcar, Jorge A. PB Informa UK Limited YR 2014 SN 0361-0918 SN 1532-4141 JF Communications in Statistics - Simulation and Computation VO 45 IS 9 SP 3238 OP 3258 LK http://dx.doi.org/https://doi.org/10.1080/03610918.2014.932800 DO https://doi.org/10.1080/03610918.2014.932800 SF ELIB - SuUB Bremen
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