@article{bayesianmultivariatequantileregression,
  title = {Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications},
  author = {Matteo Iacopini and Francesco Ravazzolo and Luca Rossini},
  year = {2022},
  eprint = {2211.16121},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2211.16121v2},
}