Stochastic volatility in mean models with heavy-tailed distributions (Q447982): Difference between revisions

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Latest revision as of 15:29, 5 July 2024

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Stochastic volatility in mean models with heavy-tailed distributions
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    Stochastic volatility in mean models with heavy-tailed distributions (English)
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    30 August 2012
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    feedback effect
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    Markov chain Monte Carlo
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    non-Gaussian and nonlinear state space models
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    scale mixture of normal distributions
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    stochastic volatility in mean
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