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Block sampler and posterior mode estimation for asymmetric stochastic volatility models

15 years 3 months ago
Block sampler and posterior mode estimation for asymmetric stochastic volatility models
Yasuhiro Omori, Toshiaki Watanabe
Added 10 Dec 2010
Updated 10 Dec 2010
Type Journal
Year 2008
Where CSDA
Authors Yasuhiro Omori, Toshiaki Watanabe
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