@article{article, title  = {{Bayesian inference of multivariate rotated GARCH models with skew returns}},

 publisher = {{Taylor & Francis}},

 url = {{https://eprints.whiterose.ac.uk/id/eprint/146215 }},

 year = {{2019}},

 month = {{5}},

 author = {{Iqbal F and Triantafyllopoulos K}},

 doi = {{10.1080/03610918.2019.1620272}},

 volume = {{50}},

 journal = {{Communications in Statistics - Simulation and Computation}},

 issue = {{10}},

 pages = {{3105-3123}},

 note = {{Accessed on 2025/11/27}}}