Media type: E-Article Title: Evaluating the performance of degrees of freedom estimation in asymmetric GARCH models with t-student innovations Contributor: Fonseca, Thaís C. O. da [Author]; Cerqueira, Vinícius dos Santos [Author]; Migon, Hélio dos Santos [Author]; Cruz Torres, Cristian Andres [Author] Published: 2020 Published in: Brazilian review of econometrics ; 40(2020), 2, Seite 347-373 Language: English DOI: 10.12660/bre.v40n22020.80292 Identifier: Keywords: heavy tailed distributions ; Bayesian inference ; ill behaved likelihoods ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access