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Efficient Gibbs sampling for Markov switching GARCH models

✍ Scribed by Billio, Monica; Casarin, Roberto; Osuntuyi, Anthony

Book ID: 122234791
Publisher: Elsevier Science
Year: 2016
Tongue: English
Weight: 642 KB
Volume: 100
Category: Article
ISSN: 0167-9473
DOI: 10.1016/j.csda.2014.04.011

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