Bayesian analysis of stochastic volatility models with flexible tails
Year of publication: |
1998
|
---|---|
Authors: | Steel, Mark |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 17.1998, 2, p. 109-143
|
Publisher: |
Taylor & Francis Journals |
Subject: | financial time series | leptokurtic distributions | Markov Chain Monte Carlo | Skewed Exponential Power distribution |
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