Deviance Information Criterion for Comparing Stochastic Volatility Models
| Year of publication: |
2004
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|---|---|
| Authors: | Berg, Andreas ; Meyer, Renate ; Yu, Jun |
| 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. 22.2004, 1, p. 107-120
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