Posterior Analysis of Stochastic Volatility Models with Flexible Tails

Mark Steel

Working Papers from Tilburg - Center for Economic Research

Keywords: FINANCIAL; SECTOR (search for similar items in EconPapers)
Pages: 27 pages
Date: 1995
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Citations: View citations in EconPapers (8)

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Working Paper: Posterior analysis of stochastic volatility models with flexible tails (1995)
Working Paper: Posterior analysis of stochastic volatility models with flexible tails (1995)
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