Bayesian analysis of stochastic volatility models with mixture-of-normal distributions
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Numerical Analysis,General Computer Science,Theoretical Computer Science
Reference38 articles.
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4. Multivariate stochastic volatility: a review;Asai;Econometric Reviews,2006
5. Kurtosis of GARCH and stochastic volatility models with non-normal innovations;Bai;Journal of Econometrics,2003
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