"A Bayesian non-parametric approach to asymmetric dynamic conditional ..."

Audrone Virbickaite, María Concepción Ausín, Pedro Galeano (2016)

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DOI: 10.1016/J.CSDA.2014.12.005

access: closed

type: Journal Article

metadata version: 2020-02-18

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Audrone Virbickaite, María Concepción Ausín, Pedro Galeano:
A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection. Comput. Stat. Data Anal. 100: 814-829 (2016)

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