Bayesian vector autoregressions with stochastic volatility
Year of publication: |
1997
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Authors: | Uhlig, Harald |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 65.1997, 1, p. 59-73
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Subject: | Schätztheorie | Estimation theory | Volatilität | Volatility | Theorie | Theory |
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