GARCH dependence in extreme value models with Bayesian inference

标题
GARCH dependence in extreme value models with Bayesian inference
作者
关键词
-
出版物
MATHEMATICS AND COMPUTERS IN SIMULATION
Volume 81, Issue 7, Pages 1430-1440
出版商
Elsevier BV
发表日期
2010-08-14
DOI
10.1016/j.matcom.2010.08.002

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