Bayesian Analysis of Stochastic Volatility Models
| Year of publication: |
2002
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|---|---|
| Authors: | Jacquier, Eric ; Polson, Nicholas G. ; Rossi, Peter E. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 20.2002, 1, p. 69-87
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