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~isPartOf:"Econometric reviews"
~person:"Dimitrakopoulos, Stefanos"
~source:"econis"
~subject:"Estimation"
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Bayesian analysis of moving average stochastic
volatility
models : modeling in-mean effects and leverage for financial time series
Dimitrakopoulos, Stefanos
;
Kolossiatis, Michalis
- In:
Econometric reviews
39
(
2020
)
4
,
pp. 319-343
Persistent link: https://www.econbiz.de/10012181420
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