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MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model
Cappuccio, Nunzio, Lubian, Diego, Raggi, DavideYear:
2003
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.445640
File:
PDF, 1.11 MB
english, 2003