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Bayes factors
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Chib, Siddhartha
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Kim, Sangjoon
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Shephard, Neil
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National Bank of Poland Working Papers
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1
STOCHASTIC VOLATILITY: LIKELIHOOD INFERENCE AND COMPARISON WITH ARCH MODELS
Kim, Sangjoon
;
Shephard, Neil
;
Chib, Siddhartha
-
EconWPA
-
1996
GARCH
models. All the procedures are illustrated in detail. …
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