Bayesian Analysis of a Stochastic Volatility Model with Leverage Effect and Fat Tails
Keyword(s):
2013 ◽
Vol 45
(02)
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pp. 545-571
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Keyword(s):
Keyword(s):
Keyword(s):
2014 ◽
Vol 530-531
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pp. 605-608
2002 ◽
Vol 05
(05)
◽
pp. 541-562
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