MCMC Bayesian Estimation of a Skew-GED Stochastic...

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MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model

Cappuccio, Nunzio, Lubian, Diego, Raggi, Davide
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Year:
2003
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.445640
File:
PDF, 1.11 MB
english, 2003
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