Barossi Filho, Milton 
; Achcar, Jorge Alberto ; Andrade, Marinho Gomes de
Assuntos: INFERÊNCIA BAYESIANA, INFERÊNCIA ESTATÍSTICA, PROCESSOS ESTOCÁSTICOS, ANÁLISE DE SÉRIES TEMPORAIS
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BAROSSI FILHO, Milton e ACHCAR, Jorge Alberto e ANDRADE, Marinho Gomes de. Stochastic volatility model for financial time series: an application with brazilian stock market IBOVESPA. . São Carlos: ICMC-USP. Disponível em: https://repositorio.usp.br/directbitstream/426abba7-bbd1-41b6-b4df-9cda061b2609/1627836.pdf. Acesso em: 09 nov. 2024. , 2007APA
Barossi Filho, M., Achcar, J. A., & Andrade, M. G. de. (2007). Stochastic volatility model for financial time series: an application with brazilian stock market IBOVESPA. São Carlos: ICMC-USP. Recuperado de https://repositorio.usp.br/directbitstream/426abba7-bbd1-41b6-b4df-9cda061b2609/1627836.pdfNLM
Barossi Filho M, Achcar JA, Andrade MG de. Stochastic volatility model for financial time series: an application with brazilian stock market IBOVESPA [Internet]. 2007 ;[citado 2024 nov. 09 ] Available from: https://repositorio.usp.br/directbitstream/426abba7-bbd1-41b6-b4df-9cda061b2609/1627836.pdfVancouver
Barossi Filho M, Achcar JA, Andrade MG de. Stochastic volatility model for financial time series: an application with brazilian stock market IBOVESPA [Internet]. 2007 ;[citado 2024 nov. 09 ] Available from: https://repositorio.usp.br/directbitstream/426abba7-bbd1-41b6-b4df-9cda061b2609/1627836.pdf
