"Bayesian estimation of generalized hyperbolic skewed student GARCH models."

Philippe J. Deschamps (2012)

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DOI: 10.1016/J.CSDA.2011.10.021

access: closed

type: Journal Article

metadata version: 2020-02-18

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Philippe J. Deschamps:
Bayesian estimation of generalized hyperbolic skewed student GARCH models. Comput. Stat. Data Anal. 56(11): 3035-3054 (2012)

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