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Latest revision as of 06:00, 11 July 2024

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Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
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    Bayesian analysis of stochastic volatility models with fat-tails and correlated errors (English)
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    29 December 2015
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    stochastic volatility
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    MCMC
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    Bayes factor
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    fat-tails
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    leverage effect
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    Gibbs
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    Metropolis
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    GARCH
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