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  Comparison of MCMC Methods for Estimating Stochastic Volatility Models
 
 
Title: Comparison of MCMC Methods for Estimating Stochastic Volatility Models
Author: Asai, Manabu
Appeared in: Computational economics
Paging: Volume 25 (2005) nr. 3 pages 281-301
Year: 2005
Contents:
Publisher: Kluwer Academic Publishers, Dordrecht
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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