Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein–Uhlenbeck processes
2010 ◽
Vol 54
(11)
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pp. 2594-2608
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Keyword(s):
1998 ◽
Vol 16
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pp. 284-291
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2019 ◽
Vol 22
(08)
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pp. 1950043
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Vol 30
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pp. 277-295
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pp. 895-922
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Vol 21
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pp. 923-927
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Vol 56
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pp. 3260-3275
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