Brent G. Hudson

A Bayesian Perspective on Parameter Estimation, Model Selection and Financial Risk Management

Brent G. Hudson, 2012 .

Modelling the Covariance Dynamics of Multivariate Financial Time Series

Brent G. Hudson, 2011 .

A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models

Brent G. Hudson, R. Gerlach, 2008 .