Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications
Phillip, Andrew, Chan, Jennifer S.K., Peiris, SheltonLanguage:
english
Journal:
Studies in Nonlinear Dynamics & Econometrics
DOI:
10.1515/snde-2015-0110
Date:
February, 2018
File:
PDF, 2.80 MB
english, 2018