Computational tools for comparing asymmetric GARCH models via Bayes factors (2012)
Fonte: Mathematics and Computers in Simulation. Unidade: ICMC
Assuntos: INFERÊNCIA BAYESIANA, ESTATÍSTICA APLICADA
A citação é gerada automaticamente e pode não estar totalmente de acordo com as normas
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
