Stochastic Volatility
Robin Chen Econ Forum
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Stochastic Volatility
53 просмотра · 9 мес. назад
Robin Chen Econ Forum
58 подписчиков
53 просмотра · 9 мес. назад
Eric Jacquier, Nicholas G. Polson, and Peter E. Rossi, "Bayesian Analysis of Stochastic Volatility Models," Journal of Business & Economic Statistics, Oct. 1994, Vol. 12, No. 4, pp. 371-389
