Bayesian inference of multivariate-GARCH-BEKK models
- Creator: Livingston Jr, G. C. , Nur, Darfiana
- Resource Type: journal article
- Date: 2023
Bayesian inference of smooth transition autoregressive (STAR)(k)–GARCH(l, m) models
- Creator: Livingston, Glen , Nur, Darfiana
- Resource Type: journal article
- Date: 2020