collaborators

1 paper

stat.AP2019

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

T. C. O. Fonseca, V. S. Cerqueira, H. S. Migon +1

This work investigates the effects of using the independent Jeffreys prior for the degrees of freedom parameter of a Student-t model in the asymmetric generalised autoregressive co…