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Latest revision as of 15:53, 28 May 2024

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Bayesian analysis of stochastic volatility models with flexible tails
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    Bayesian analysis of stochastic volatility models with flexible tails (English)
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    20 August 1998
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    financial time series
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    leptokurtic distributions
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    Markov chain Monte Carlo
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    skewed exponential power distribution
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