BUGS for a Bayesian Analysis of Stochastic Volatility Models
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Other versions of this item:
- Renate Meyer & Jun Yu, 2000. "BUGS for a Bayesian analysis of stochastic volatility models," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 198-215.
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KeywordsStochastic Volatility; Economics;
StatisticsAccess and download statistics
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