Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
| Year of publication: |
2004
|
|---|---|
| Authors: | Jacquier, Eric ; Polson, Nicholas G. ; Rossi, Peter E. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 122.2004, 1, p. 185
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