TY - DATA
T1 - Financial data set and analysis program
PY - 2020/03/06
AU - Lizet Romero
UR - https://data.4tu.nl/articles/dataset/Financial_data_set_and_analysis_program/12714674/1
DO - 10.4121/uuid:c55dcc10-e2b5-4a3b-a75d-234be5ae99fc
KW - Bayesian analysis
KW - MCMC methods
KW - MTAR models
KW - multivariate Student-t distribution
N2 - 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"
ER -