Bayesian Inference for Long Memory Stochastic Volatility Models.
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| Title: | Bayesian Inference for Long Memory Stochastic Volatility Models. |
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| Authors: | Chaim, Pedro1 (AUTHOR) pedro.chaim@ufsc.br, Laurini, Márcio Poletti2 (AUTHOR) laurini@fearp.usp.br |
| Source: | Econometrics (2225-1146). Dec2024, Vol. 12 Issue 4, p35. 28p. |
| Database: | Business Source Ultimate |
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| ISSN: | 22251146 |
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| DOI: | 10.3390/econometrics12040035 |