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Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture

Fuente: Wiley Open Access

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Dettagli Bibliografici
Autore principale:	Frank C. Z. Wu
Natura:	Artículo Open Access
Pubblicazione:	Wiley 2024
Soggetti:	Journal of Applied Econometrics
Accesso online:	Acceder al recurso
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