Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models (Q117774)

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    Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models
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      26
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      4
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      905-917
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      2 October 2017
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      Sylvia Frühwirth-Schnatter
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      Hedibert Freitas Lopes
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