Student‐t stochastic volatility model with composite likelihood EM‐algorithm

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Publication:6135337

DOI10.1111/jtsa.12652arXiv2105.13081OpenAlexW3165011554MaRDI QIDQ6135337

Wagner Barreto-Souza, Raanju R. Sundararajan

Publication date: 24 August 2023

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.13081





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