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"MCMC Bayesian Estimation in FIEGARCH Models."

Taiane Schaedler Prass, Sílvia Regina Costa Lopes, Jorge Alberto Achcar (2016)

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DOI: 10.1080/03610918.2014.932800

access: closed

type: Journal Article

metadata version: 2021-10-14

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  - journals/cssc/PrassLA16
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  - https://dblp.org/rec/journals/cssc/PrassLA16
Taiane Schaedler Prass, Sílvia Regina Costa Lopes, Jorge Alberto Achcar:
MCMC Bayesian Estimation in FIEGARCH Models. Commun. Stat. Simul. Comput. 45(9): 3238-3258 (2016)

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