Abanto-Valle, C.A.; Bandyopadhyay, D.; Lachos, V.H.; … - In: Computational Statistics & Data Analysis 54 (2010) 12, pp. 2883-2898
A Bayesian analysis of stochastic volatility (SV) models using the class of symmetric scale mixtures of normal (SMN) distributions is considered. In the face of non-normality, this provides an appealing robust alternative to the routine use of the normal distribution. Specific distributions...