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"Efficient Bayesian estimation of a multivariate stochastic volatility ..."
Tsunehiro Ishihara, Yasuhiro Omori (2012)
- Tsunehiro Ishihara, Yasuhiro Omori:
Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors. Comput. Stat. Data Anal. 56(11): 3674-3689 (2012)
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