TY  - JOUR

T1  - Bayesian inference of multivariate rotated GARCH models with skew returns

JO  - Communications in Statistics - Simulation and Computation

UR  - https://eprints.whiterose.ac.uk/id/eprint/146215

PY  - 2019/05/29

AU  - Iqbal F

AU  - Triantafyllopoulos K

ED  - 

DO  - DOI: 10.1080/03610918.2019.1620272

PB  - Taylor & Francis

VL  - 50

IS  - 10

SP  - 3105

EP  - 3123

Y2  - 2025/11/27

ER  -