Computational tools for comparing asymmetric GARCH models via Bayes factors (2012)
Source: Mathematics and Computers in Simulation. Unidade: ICMC
Subjects: INFERÊNCIA BAYESIANA, ESTATÍSTICA APLICADA
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ABNT
EHLERS, Ricardo Sandes. Computational tools for comparing asymmetric GARCH models via Bayes factors. Mathematics and Computers in Simulation, v. 82, n. ja 2012, p. 858-867, 2012Tradução . . Disponível em: https://doi.org/10.1080/02664763.2011.559203. Acesso em: 10 nov. 2025.APA
Ehlers, R. S. (2012). Computational tools for comparing asymmetric GARCH models via Bayes factors. Mathematics and Computers in Simulation, 82( ja 2012), 858-867. doi:10.1080/02664763.2011.559203NLM
Ehlers RS. Computational tools for comparing asymmetric GARCH models via Bayes factors [Internet]. Mathematics and Computers in Simulation. 2012 ; 82( ja 2012): 858-867.[citado 2025 nov. 10 ] Available from: https://doi.org/10.1080/02664763.2011.559203Vancouver
Ehlers RS. Computational tools for comparing asymmetric GARCH models via Bayes factors [Internet]. Mathematics and Computers in Simulation. 2012 ; 82( ja 2012): 858-867.[citado 2025 nov. 10 ] Available from: https://doi.org/10.1080/02664763.2011.559203
