@inproceedings{inproceedings8e36a292,
title   = {Bayesian inference for GJR-GARCH models via Hamiltonian Monte Carlo},
author = {Paixão, Rafael Soares and Ehlers, Ricardo Sandes},
year = {2017},
publisher = {Associação Brasileira de Estatística - ABE},
booktitle   = {Workshop on Probabilistic and Statistical Methods - WPSM}
}