Bayesian estimation and prediction of stochastic volatility models via INLA (2012)
- Authors:
- Autor USP: EHLERS, RICARDO SANDES - ICMC
- Unidade: ICMC
- Subjects: PROCESSOS ESTOCÁSTICOS; INFERÊNCIA BAYESIANA; INFERÊNCIA ESTATÍSTICA
- Language: Inglês
- Imprenta:
- Publisher: ICMC-USP
- Publisher place: São Carlos
- Date published: 2012
- Source:
- ISSN: 0103-2577
-
ABNT
ZEVALLOS, Mauricio e EHLERS, Ricardo Sandes. Bayesian estimation and prediction of stochastic volatility models via INLA. . São Carlos: ICMC-USP. Disponível em: https://repositorio.usp.br/directbitstream/17667e34-2bc9-4941-ba69-1b903db68327/Relat%C3%B3rios%20T%C3%A9cnicos_386_2012.pdf. Acesso em: 21 jan. 2026. , 2012 -
APA
Zevallos, M., & Ehlers, R. S. (2012). Bayesian estimation and prediction of stochastic volatility models via INLA. São Carlos: ICMC-USP. Recuperado de https://repositorio.usp.br/directbitstream/17667e34-2bc9-4941-ba69-1b903db68327/Relat%C3%B3rios%20T%C3%A9cnicos_386_2012.pdf -
NLM
Zevallos M, Ehlers RS. Bayesian estimation and prediction of stochastic volatility models via INLA [Internet]. 2012 ;[citado 2026 jan. 21 ] Available from: https://repositorio.usp.br/directbitstream/17667e34-2bc9-4941-ba69-1b903db68327/Relat%C3%B3rios%20T%C3%A9cnicos_386_2012.pdf -
Vancouver
Zevallos M, Ehlers RS. Bayesian estimation and prediction of stochastic volatility models via INLA [Internet]. 2012 ;[citado 2026 jan. 21 ] Available from: https://repositorio.usp.br/directbitstream/17667e34-2bc9-4941-ba69-1b903db68327/Relat%C3%B3rios%20T%C3%A9cnicos_386_2012.pdf - A study of skewed heavy-tailed distributions as scale mixtures
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