Efficient Bayesian inference in generalized inverse gamma...

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Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility

León-González, Roberto
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Language:
english
Journal:
Econometric Reviews
DOI:
10.1080/07474938.2018.1485614
Date:
November, 2018
File:
PDF, 1.77 MB
english, 2018
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