Long memory stochastic volatility : A bayesian approach (Q4550616)
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scientific article; zbMATH DE number 1788549
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long memory stochastic volatility : A bayesian approach |
scientific article; zbMATH DE number 1788549 |
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Long memory stochastic volatility : A bayesian approach (English)
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10 December 2003
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Markov chain Monte Carlo
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financial data
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