David Ardia, Lennart F. Hoogerheide, “Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations”, R Journal, 2010, 2(2), 41-47, https://doi.org/10.32614/RJ-2010-014
BibTeX
@article{RJ-2010-014,
author = {David Ardia and Lennart F. Hoogerheide},
title = {Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations},
journal = {R Journal},
year = {2010},
volume = {2},
issue = {2},
pages = {41-47},
note = {https://journal.r-project.org/articles/RJ-2010-014/}
}