Loshi, Rosangela H.; Iglesias, Pilar L.; Moreira, … - In: Economia 3 (2002) 2, pp. 239-264
, Espírito Santo e Brasília (IBOVMESB), both expressed in terms of returns calculated on closing prices. The product partition … model defined by Hartigan (1990) is used to obtain the posterior behavior of m and s2 and to construct the posterior …