Search Results - "Rio Tinto Group"

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    Bayesian inference of multivariate-GARCH-BEKK models

    Bayesian inference of multivariate-GARCH-BEKK models by Livingston, Jr, Glen, Nur, Darfiana

    Published 2022
    “…The proposed MCMC algorithms are validated using extensive simulation experiments followed by a case study using bivariate data derived from the daily share prices for BHP Group Limited, Rio Tinto Group, and Fortescue Metals Group Limited on the ASX over from September 2013 to December 2021.…”
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