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Bayesian analysis of stochastic volatility models with mixture-of-normal distributions

✍ Scribed by Manabu Asai

Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 1023 KB
Volume: 79
Category: Article
ISSN: 0378-4754
DOI: 10.1016/j.matcom.2008.12.013

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