%0 Generic
%A Romero, Lizet
%D 2020
%T Financial data set and analysis program
%U https://data.4tu.nl/articles/dataset/Financial_data_set_and_analysis_program/12714674/1
%R 10.4121/uuid:c55dcc10-e2b5-4a3b-a75d-234be5ae99fc
%K Bayesian analysis
%K MCMC methods
%K MTAR models
%K multivariate Student-t distribution
%X Returns of the closing price of the Colcap, Bovespa and S&P index and Analysis program for MTAR model of the paper "Bayesian estimation of a multivariate TAR model when the noise process follows a Student-t distribution"
%I 4TU.Centre for Research Data