Bayesian Inference for Long Memory Stochastic Volatility Models.

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Bibliographic Details
Title: Bayesian Inference for Long Memory Stochastic Volatility Models.
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
DOI:10.3390/econometrics12040035