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Computational Economics 2018 / 1

Bayesian Testing for Leverage Effect in Stochastic Volatility Models

Zhang, Jin-Yu, Chen, Zhong-Tian, Li, Yong
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Language:
english
Journal:
Computational Economics
DOI:
10.1007/s10614-017-9784-3
Date:
January, 2018
File:
PDF, 455 KB
english, 2018
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