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News impact curve for stochastic volatility models
Takahashi, Makoto
;
Omori, Yasuhiro
;
Watanabe, Toshiaki
- In:
Economics Letters
120
(
2013
)
1
,
pp. 130-134
first method employs the Bayesian Markov chain Monte Carlo scheme and the other one employs the
rejection
sampling
. The both …
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