Bayesian analysis of stochastic volatility models with flexible tails (Q3842859): Difference between revisions
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scientific article
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English | 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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