MELHORAMENTOS INFERENCIAIS NO MODELO BETA-SKEW-T-EGARCH
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior === The Beta-Skew-t-EGARCH model was recently proposed in literature to model the volatility of financial returns. The inferences over the model parameters are based on the maximum likelihood method. The maximum likelihood estimators presen...
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| Format: | Others |
| Language: | Portuguese |
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Universidade Federal de Santa Maria
2016
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| Online Access: | http://repositorio.ufsm.br/handle/1/8394 |