Subjects: INFERÊNCIA BAYESIANA, INFERÊNCIA ESTATÍSTICA, PROCESSOS ESTOCÁSTICOS, ANÁLISE DE SÉRIES TEMPORAIS
ABNT
BAROSSI FILHO, Milton e ACHCAR, Jorge Alberto. 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: 19 abr. 2024. , 2007APA
Barossi Filho, M., & Achcar, J. A. (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. Stochastic volatility model for financial time series: an application with brazilian stock market IBOVESPA [Internet]. 2007 ;[citado 2024 abr. 19 ] Available from: https://repositorio.usp.br/directbitstream/426abba7-bbd1-41b6-b4df-9cda061b2609/1627836.pdfVancouver
Barossi Filho M, Achcar JA. Stochastic volatility model for financial time series: an application with brazilian stock market IBOVESPA [Internet]. 2007 ;[citado 2024 abr. 19 ] Available from: https://repositorio.usp.br/directbitstream/426abba7-bbd1-41b6-b4df-9cda061b2609/1627836.pdf