@第{zbMATH07267726条，作者={Fioruci，Jos{\'e}A.和Ehlers，Ricardo S.和Andrade Filho，Marinho G.}，标题={具有动态相关性和非对称误差分布的贝叶斯多元{GARCH}模型}，FJournal={应用统计学杂志}，期刊={J.Appl.Stat.}，ISSN={0266-4763}，体积={41}，数字＝｛2｝，页码={320--331}，年份={2014}，语言={英语}，DOI={10.1080/02664763.2013.839635}，关键词={62-XX}，zbMATH={7267726}，Zbl={1514.62568}}