Exact predictive densities for linear models with arch disturbances

Citations

Cited by:

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18. Oscar Andrés Espinosa Acuna & Paola Andrea Vaca Gonz�lez, 2017. "Ajuste de modelos garch clásico y bayesiano con innovaciones t—student para el índice COLCAP," Revista de Economía del Caribe, Universidad del Norte, vol. 0(0), pages 1-32.
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