C. A. C. Torres | DeepAI

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T. C. O. Fonseca
1 publication
V. S. Cerqueira
1 publication
H. S. Migon
1 publication

research

∙ 10/03/2019

The effects of degrees of freedom estimation in the Asymmetric GARCH model with Student-t Innovations

This work investigates the effects of using the independent Jeffreys pri...

0 T. C. O. Fonseca, et al. ∙