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Bayesian unit-root tests for Stochastic Volatility models

✍ Scribed by Zeynep I. Kalaylıoğlu; Sujit K. Ghosh

Book ID: 108275861
Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 745 KB
Volume: 6
Category: Article
ISSN: 1572-3127
DOI: 10.1016/j.stamet.2008.07.002

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