Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
| Year of publication: |
2004
|
|---|---|
| Authors: | Jacquier, Eric ; Polson, Nicholas G. ; Rossi, P.E. Peter E. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 122.2004, 1, p. 185-212
|
| Publisher: |
Elsevier |