Xin Zhao, Carl John Scarrott, Les Oxley, Marco Reale. GARCH dependence in extreme value models with Bayesian inference. Mathematics and Computers in Simulation, 81(7):1430-1440, 2011. [doi]
@article{ZhaoSOR11,
title = {GARCH dependence in extreme value models with Bayesian inference},
author = {Xin Zhao and Carl John Scarrott and Les Oxley and Marco Reale},
year = {2011},
doi = {10.1016/j.matcom.2010.08.002},
url = {http://dx.doi.org/10.1016/j.matcom.2010.08.002},
researchr = {https://researchr.org/publication/ZhaoSOR11},
cites = {0},
citedby = {0},
journal = {Mathematics and Computers in Simulation},
volume = {81},
number = {7},
pages = {1430-1440},
}