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Relatorio tecnico
Copula-Garch model selection: a bayesian approach (2012)
Andrade, Marinho Gomes de ; Ehlers, Ricardo Sandes ; Andrade, Marinho Gomes de
Unidade: ICMC
Subjects: PROCESSOS ESTOCÁSTICOS, INFERÊNCIA BAYESIANA, INFERÊNCIA ESTATÍSTICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
ANDRADE, Marinho Gomes de e EHLERS, Ricardo Sandes e ANDRADE, Marinho Gomes de. Copula-Garch model selection: a bayesian approach. . São Carlos: ICMC-USP. Disponível em: https://repositorio.usp.br/directbitstream/3b3ed35c-9455-41b7-82fe-fe134e93295f/NOTAS_ICMC_SERIE_EST_88_2012.pdf. Acesso em: 10 ago. 2024. , 2012
APA
Andrade, M. G. de, Ehlers, R. S., & Andrade, M. G. de. (2012). Copula-Garch model selection: a bayesian approach. São Carlos: ICMC-USP. Recuperado de https://repositorio.usp.br/directbitstream/3b3ed35c-9455-41b7-82fe-fe134e93295f/NOTAS_ICMC_SERIE_EST_88_2012.pdf
NLM
Andrade MG de, Ehlers RS, Andrade MG de. Copula-Garch model selection: a bayesian approach [Internet]. 2012 ;[citado 2024 ago. 10 ] Available from: https://repositorio.usp.br/directbitstream/3b3ed35c-9455-41b7-82fe-fe134e93295f/NOTAS_ICMC_SERIE_EST_88_2012.pdf
Vancouver
Andrade MG de, Ehlers RS, Andrade MG de. Copula-Garch model selection: a bayesian approach [Internet]. 2012 ;[citado 2024 ago. 10 ] Available from: https://repositorio.usp.br/directbitstream/3b3ed35c-9455-41b7-82fe-fe134e93295f/NOTAS_ICMC_SERIE_EST_88_2012.pdf
Relatorio tecnico
Bayesian multivariate Garch models with dynamic correlations and asymmetric error distributions (2012)
Fioruci, José Augusto; Ehlers, Ricardo Sandes ; Andrade, Marinho Gomes de
Unidade: ICMC
Subjects: PROCESSOS ESTOCÁSTICOS, INFERÊNCIA BAYESIANA, INFERÊNCIA ESTATÍSTICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
FIORUCI, José Augusto e EHLERS, Ricardo Sandes e ANDRADE, Marinho Gomes de. Bayesian multivariate Garch models with dynamic correlations and asymmetric error distributions. . São Carlos: ICMC-USP. Disponível em: https://repositorio.usp.br/directbitstream/489936d2-cf27-4602-898c-995604d068a1/NOTAS_ICMC_SERIE_EST_87_2012.pdf. Acesso em: 10 ago. 2024. , 2012
APA
Fioruci, J. A., Ehlers, R. S., & Andrade, M. G. de. (2012). Bayesian multivariate Garch models with dynamic correlations and asymmetric error distributions. São Carlos: ICMC-USP. Recuperado de https://repositorio.usp.br/directbitstream/489936d2-cf27-4602-898c-995604d068a1/NOTAS_ICMC_SERIE_EST_87_2012.pdf
NLM
Fioruci JA, Ehlers RS, Andrade MG de. Bayesian multivariate Garch models with dynamic correlations and asymmetric error distributions [Internet]. 2012 ;[citado 2024 ago. 10 ] Available from: https://repositorio.usp.br/directbitstream/489936d2-cf27-4602-898c-995604d068a1/NOTAS_ICMC_SERIE_EST_87_2012.pdf
Vancouver
Fioruci JA, Ehlers RS, Andrade MG de. Bayesian multivariate Garch models with dynamic correlations and asymmetric error distributions [Internet]. 2012 ;[citado 2024 ago. 10 ] Available from: https://repositorio.usp.br/directbitstream/489936d2-cf27-4602-898c-995604d068a1/NOTAS_ICMC_SERIE_EST_87_2012.pdf
Relatorio tecnico
A study of skewed heavy-tailed distributions as scale mixtures (2012)
Ehlers, Ricardo Sandes
Unidade: ICMC
Subjects: PROCESSOS ESTOCÁSTICOS, INFERÊNCIA BAYESIANA, INFERÊNCIA ESTATÍSTICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
ABNT
EHLERS, Ricardo Sandes. A study of skewed heavy-tailed distributions as scale mixtures. . São Carlos: ICMC-USP. Disponível em: https://repositorio.usp.br/directbitstream/7cc08d6f-91f7-4591-a325-95f339fc46e2/Relat%C3%B3rios%20T%C3%A9cnicos_387_2012.pdf. Acesso em: 10 ago. 2024. , 2012
APA
Ehlers, R. S. (2012). A study of skewed heavy-tailed distributions as scale mixtures. São Carlos: ICMC-USP. Recuperado de https://repositorio.usp.br/directbitstream/7cc08d6f-91f7-4591-a325-95f339fc46e2/Relat%C3%B3rios%20T%C3%A9cnicos_387_2012.pdf
NLM
Ehlers RS. A study of skewed heavy-tailed distributions as scale mixtures [Internet]. 2012 ;[citado 2024 ago. 10 ] Available from: https://repositorio.usp.br/directbitstream/7cc08d6f-91f7-4591-a325-95f339fc46e2/Relat%C3%B3rios%20T%C3%A9cnicos_387_2012.pdf
Vancouver
Ehlers RS. A study of skewed heavy-tailed distributions as scale mixtures [Internet]. 2012 ;[citado 2024 ago. 10 ] Available from: https://repositorio.usp.br/directbitstream/7cc08d6f-91f7-4591-a325-95f339fc46e2/Relat%C3%B3rios%20T%C3%A9cnicos_387_2012.pdf
Relatorio tecnico
Bayesian estimation and prediction of stochastic volatility models via INLA (2012)
Zevallos, Mauricio; Ehlers, Ricardo Sandes
Unidade: ICMC
Subjects: PROCESSOS ESTOCÁSTICOS, INFERÊNCIA BAYESIANA, INFERÊNCIA ESTATÍSTICA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
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: 10 ago. 2024. , 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 2024 ago. 10 ] 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 2024 ago. 10 ] Available from: https://repositorio.usp.br/directbitstream/17667e34-2bc9-4941-ba69-1b903db68327/Relat%C3%B3rios%20T%C3%A9cnicos_386_2012.pdf

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