Bayesian semiparametric stochastic volatility modeling
| Autor: | Jensen, Mark J., Maheu, John M. |
|---|---|
| Zdroj: | In Journal of Econometrics 2010 157(2):306-316 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
| Autor: | Jensen, Mark J., Maheu, John M. |
|---|---|
| Zdroj: | In Journal of Econometrics 2010 157(2):306-316 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect