Extreme value GARCH modelling with Bayesian inference

Research output: Chapter in Book or Conference Publication/Proceeding › Conference Publication › peer-review

Original languageEnglish (Ireland)
Title of host publicationInternational Congress on Modelling and Simulation
Publication statusPublished - 1 Jan 2009

Authors (Note for portal: view the doc link for the full list of authors)

  • Authors
  • Zhao, X., Oxley, L., Scarrott, C.J. and Reale, M.

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