MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model
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Publication:3368337
DOI10.2202/1558-3708.1211zbMath1081.91523OpenAlexW3124753456MaRDI QIDQ3368337
Diego Lubian, Davide Raggi, Nunzio Cappuccio
Publication date: 27 January 2006
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2202/1558-3708.1211
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