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Posterior analysis of stochastic volatility models with flexible tails

Steel,M.F.J.
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Pagination: 34
Date
1998
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Tilburg University Research Output Collection
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Steel, M F J 1998, 'Posterior analysis of stochastic volatility models with flexible tails', Econometric Reviews, vol. 17, pp. 109-143.
URI
https://hdl.handle.net/20.500.14602/33289
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