Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form
Author:
Affiliation:
1. a Tinbergen Institute and Vrije University , Amsterdam , The Netherlands
2. b Nuffield College, Oxford University , Oxford , England
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/07474930600713275
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