TY  - JOUR

T1  - Bayesian inference of  multivariate rotated GARCH models with skew returns

JO  - Communications in Statistics: Simulation and Computation

UR  - http://eprints.whiterose.ac.uk/146215/

PY  - 2019/05/29

AU  - Iqbal F

AU  - Triantafyllopoulos K

ED  - 

DO  - DOI: 10.1080/03610918.2019.1620272

PB  - Taylor & Francis

Y2  - 2024/12/22

ER  -