Bayesian estimation of Gegenbauer long memory processes...

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Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications

Phillip, Andrew, Chan, Jennifer S.K., Peiris, Shelton
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Language:
english
Journal:
Studies in Nonlinear Dynamics & Econometrics
DOI:
10.1515/snde-2015-0110
Date:
February, 2018
File:
PDF, 2.80 MB
english, 2018
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