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Bayesian Inference in the Social Sciences (Jeliazkov/Bayesian) || Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence
Jeliazkov, Ivan, Yang, Xin-SheVolume:
10.1002/97
Year:
2014
Language:
english
DOI:
10.1002/9781118771051.ch6
File:
PDF, 1.88 MB
english, 2014