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Comparing stochastic volatility models using the Bayes factor

Authors :
RAGGI, DAVIDE
BORDIGNON, SILVANO
C. PERNA, M SIBILLO
D. Raggi
S. Bordignon
Publication Year :
2004
Publisher :
Edizioni CUSL, 2004.

Details

Language :
English
Database :
OpenAIRE
Accession number :
edsair.od......4094..56f5740f2506cf655912d582f3c94cba