• Bayesian analysis of multivari...

Treffer: Bayesian analysis of multivariate stochastic volatility with skew return distribution.

Title:
Bayesian analysis of multivariate stochastic volatility with skew return distribution.
Authors:
Nakajima, Jouchi1 (AUTHOR) jouchi.nakajima@stat.duke.edu
Source:
Econometric Reviews. 2017, Vol. 36 Issue 5, p546-562. 17p.
Database:
Business Source Ultimate

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