Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: A Bayesian approach

Title
Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: A Bayesian approach
Authors
Keywords
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Journal
JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Volume 141, Issue 5, Pages 1875-1887
Publisher
Elsevier BV
Online
2010-12-03
DOI
10.1016/j.jspi.2010.11.039

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