Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search
| Year of publication: |
2011
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|---|---|
| Authors: | Loddo, Antonello ; Ni, Shawn ; Sun, Dongchu |
| 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. 29.2011, 3, p. 342-356
|