Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions

Published 2009 View Full Article

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Title
Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions
Authors
Keywords
-
Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 54, Issue 12, Pages 2883-2898
Publisher
Elsevier BV
Online
2009-06-27
DOI
10.1016/j.csda.2009.06.011

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