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Bayesian analysis of stochastic volatility models with levy jumps : application to risk analysis
Szerszen, Pawel J.
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2009
Persistent link: https://www.econbiz.de/10003932677
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Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc
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2005
Persistent link: https://www.econbiz.de/10003396145
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