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Stochastic Volatility in Mean: Efficient Analysis by a Generalized Mixture Sampler

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hiraki, Daichi, Chib, Siddhartha, Omori, Yasuhiro
Format:	Preprint
Published:	2024
Subjects:	Econometrics Mathematical Finance Applications Computation
Online Access:	Acceder al recurso
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