Zero-Variance principle for Hamiltonian Monte Carlo in GJR-GARCH models (2018)
Source: Abstracts. Conference titles: Workshop on Probabilistic and Statistical Methods - WPSM. Unidades: ICMC, INTER: ICMC -UFSCAR
Subjects: ECONOMETRIA, MÉTODOS MCMC
ABNT
PAIXÃO, Rafael Soares e EHLERS, Ricardo Sandes. Zero-Variance principle for Hamiltonian Monte Carlo in GJR-GARCH models. 2018, Anais.. São Carlos: ICMC/USP - DEs/UFSCar, 2018. Disponível em: http://wpsm.icmc.usp.br/6WPSM/program_6WPSM.pdf. Acesso em: 19 abr. 2024.APA
Paixão, R. S., & Ehlers, R. S. (2018). Zero-Variance principle for Hamiltonian Monte Carlo in GJR-GARCH models. In Abstracts. São Carlos: ICMC/USP - DEs/UFSCar. Recuperado de http://wpsm.icmc.usp.br/6WPSM/program_6WPSM.pdfNLM
Paixão RS, Ehlers RS. Zero-Variance principle for Hamiltonian Monte Carlo in GJR-GARCH models [Internet]. Abstracts. 2018 ;[citado 2024 abr. 19 ] Available from: http://wpsm.icmc.usp.br/6WPSM/program_6WPSM.pdfVancouver
Paixão RS, Ehlers RS. Zero-Variance principle for Hamiltonian Monte Carlo in GJR-GARCH models [Internet]. Abstracts. 2018 ;[citado 2024 abr. 19 ] Available from: http://wpsm.icmc.usp.br/6WPSM/program_6WPSM.pdf