Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: Pesquisa Operacional
سال: 2012
ISSN: 1678-5142,0101-7438
DOI: 10.1590/s0101-74382012005000019