Source: Journal of Modern Applied Statistical Methods. Unidades: ICMC, INTER: ICMC -UFSCAR
Subjects: MÉTODOS MCMC, MERCADO FINANCEIRO, MINERAÇÃO DE DADOS, INFERÊNCIA BAYESIANA
ABNT
NASCIMENTO, Diego Carvalho do et al. Dynamic conditional correlation GARCH: a multivariate time series novel using a bayesian approach. Journal of Modern Applied Statistical Methods, v. 18, n. 1, p. 1-17, 2019Tradução . . Disponível em: https://doi.org/10.22237/jmasm/1556669220. Acesso em: 01 jun. 2024.APA
Nascimento, D. C. do, Xavier, C. M., Felipe, I., & Louzada, F. (2019). Dynamic conditional correlation GARCH: a multivariate time series novel using a bayesian approach. Journal of Modern Applied Statistical Methods, 18( 1), 1-17. doi:10.22237/jmasm/1556669220NLM
Nascimento DC do, Xavier CM, Felipe I, Louzada F. Dynamic conditional correlation GARCH: a multivariate time series novel using a bayesian approach [Internet]. Journal of Modern Applied Statistical Methods. 2019 ; 18( 1): 1-17.[citado 2024 jun. 01 ] Available from: https://doi.org/10.22237/jmasm/1556669220Vancouver
Nascimento DC do, Xavier CM, Felipe I, Louzada F. Dynamic conditional correlation GARCH: a multivariate time series novel using a bayesian approach [Internet]. Journal of Modern Applied Statistical Methods. 2019 ; 18( 1): 1-17.[citado 2024 jun. 01 ] Available from: https://doi.org/10.22237/jmasm/1556669220