Matches in SemOpenAlex for { <https://semopenalex.org/work/W2075744035> ?p ?o ?g. }
Showing items 1 to 67 of
67
with 100 items per page.
- W2075744035 abstract "Current research compares the Bayesian estimates obtained for the parameters of processes of ARCH family with normal and Student's t distributions for the conditional distribution of the return series. A non-informative prior distribution was adopted and a reparameterization of models under analysis was taken into account to map parameters' space into real space. The procedure adopts a normal prior distribution for the transformed parameters. The posterior summaries were obtained by Monte Carlo Markov Chain (MCMC) simulation methods. The methodology was evaluated by a series of Bovespa Index returns and the predictive ordinate criterion was employed to select the best adjustment model to the data. Results show that, as a rule, the proposed Bayesian approach provides satisfactory estimates and that the GARCH process with Student's t distribution adjusted better to the data." @default.
- W2075744035 created "2016-06-24" @default.
- W2075744035 creator A5035013332 @default.
- W2075744035 creator A5049085476 @default.
- W2075744035 date "2013-04-18" @default.
- W2075744035 modified "2023-10-16" @default.
- W2075744035 title "Stochastic models with heteroskedasticity: a Bayesian approach for Ibovespa returns" @default.
- W2075744035 cites W1966908276 @default.
- W2075744035 cites W1973073689 @default.
- W2075744035 cites W1979575715 @default.
- W2075744035 cites W1999996900 @default.
- W2075744035 cites W2002955928 @default.
- W2075744035 cites W2017655839 @default.
- W2075744035 cites W2034462030 @default.
- W2075744035 cites W2049882758 @default.
- W2075744035 cites W2070928535 @default.
- W2075744035 cites W2092056733 @default.
- W2075744035 cites W2487122920 @default.
- W2075744035 cites W3141704984 @default.
- W2075744035 doi "https://doi.org/10.4025/actascitechnol.v35i2.13547" @default.
- W2075744035 hasPublicationYear "2013" @default.
- W2075744035 type Work @default.
- W2075744035 sameAs 2075744035 @default.
- W2075744035 citedByCount "2" @default.
- W2075744035 countsByYear W20757440352019 @default.
- W2075744035 countsByYear W20757440352020 @default.
- W2075744035 crossrefType "journal-article" @default.
- W2075744035 hasAuthorship W2075744035A5035013332 @default.
- W2075744035 hasAuthorship W2075744035A5049085476 @default.
- W2075744035 hasBestOaLocation W20757440351 @default.
- W2075744035 hasConcept C101104100 @default.
- W2075744035 hasConcept C105795698 @default.
- W2075744035 hasConcept C106159729 @default.
- W2075744035 hasConcept C107673813 @default.
- W2075744035 hasConcept C149782125 @default.
- W2075744035 hasConcept C162324750 @default.
- W2075744035 hasConcept C33923547 @default.
- W2075744035 hasConceptScore W2075744035C101104100 @default.
- W2075744035 hasConceptScore W2075744035C105795698 @default.
- W2075744035 hasConceptScore W2075744035C106159729 @default.
- W2075744035 hasConceptScore W2075744035C107673813 @default.
- W2075744035 hasConceptScore W2075744035C149782125 @default.
- W2075744035 hasConceptScore W2075744035C162324750 @default.
- W2075744035 hasConceptScore W2075744035C33923547 @default.
- W2075744035 hasIssue "2" @default.
- W2075744035 hasLocation W20757440351 @default.
- W2075744035 hasLocation W20757440352 @default.
- W2075744035 hasLocation W20757440353 @default.
- W2075744035 hasLocation W20757440354 @default.
- W2075744035 hasLocation W20757440355 @default.
- W2075744035 hasOpenAccess W2075744035 @default.
- W2075744035 hasPrimaryLocation W20757440351 @default.
- W2075744035 hasRelatedWork W1860603673 @default.
- W2075744035 hasRelatedWork W1997711437 @default.
- W2075744035 hasRelatedWork W2122520405 @default.
- W2075744035 hasRelatedWork W2363760672 @default.
- W2075744035 hasRelatedWork W2766338270 @default.
- W2075744035 hasRelatedWork W2784195128 @default.
- W2075744035 hasRelatedWork W3097231546 @default.
- W2075744035 hasRelatedWork W3125784162 @default.
- W2075744035 hasRelatedWork W3146848662 @default.
- W2075744035 hasRelatedWork W4225660010 @default.
- W2075744035 hasVolume "35" @default.
- W2075744035 isParatext "false" @default.
- W2075744035 isRetracted "false" @default.
- W2075744035 magId "2075744035" @default.
- W2075744035 workType "article" @default.