Posterior analysis of stochastic volatility models with flexible tails

Mark Steel

No 1995-68, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Time Series; Monte Carlo Technique; Bayesian Statistics; Markov Chains (search for similar items in EconPapers)
Date: 1995
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Working Paper: Posterior Analysis of Stochastic Volatility Models with Flexible Tails (1995)
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