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

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+Victor Hugo Lachos
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+Scythe
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+Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions
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+Bayesian Inference for Nonlinear and Non-Gaussian Stochastic Volatility Model with Leverage Effect
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+Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
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+Disturbance smoother for state space models
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