Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach

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Publication:629128

DOI10.1016/j.jspi.2010.11.039zbMath1209.62029OpenAlexW2169587079MaRDI QIDQ629128

Victor Hugo Lachos, Carlos A. Abanto-Valle, Helio S. Migon

Publication date: 8 March 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.11.039




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