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Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law
Frühwirth-Schnatter, Sylvia
;
Sögner, Leopold
- In:
Annals of the Institute of Statistical Mathematics
61
(
2009
)
1
,
pp. 159-179
Persistent link: https://www.econbiz.de/10005616142
Saved in:
2
Bayesian estimation of stochastic volatility models based on OU processes with marginal Gamma law
Frühwirth-Schnatter, Sylvia
;
Sögner, Leopold
- In:
Annals of the Institute of Statistical Mathematics : AISM
61
(
2009
)
1
,
pp. 159-180
Persistent link: https://www.econbiz.de/10008173293
Saved in:
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