Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models
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Publication:4677047
DOI10.1111/j.1467-9892.2004.00384.xzbMath1062.62232OpenAlexW3123053509MaRDI QIDQ4677047
Publication date: 20 May 2005
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2004.00384.x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)
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Cites Work
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