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~isPartOf:"Journal of econometrics"
~person:"Bognanni, Mark"
~subject:"Bayesian inference"
~subject:"Volatilität"
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Bognanni, Mark
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Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
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