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MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model
Cappuccio, Nunzio, Lubian, Diego, Raggi, DavideVolume:
8
Language:
english
Journal:
Studies in Nonlinear Dynamics & Econometrics
DOI:
10.2202/1558-3708.1211
Date:
January, 2004
File:
PDF, 1.09 MB
english, 2004