"Bayesian inference of multivariate rotated GARCH models with skew returns."

Farhat Iqbal, Kostas Triantafyllopoulos (2021)

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DOI: 10.1080/03610918.2019.1620272

access: closed

type: Journal Article

metadata version: 2022-01-03

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Farhat Iqbal, Kostas Triantafyllopoulos:
Bayesian inference of multivariate rotated GARCH models with skew returns. Commun. Stat. Simul. Comput. 50(10): 3105-3123 (2021)

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