"Robust Bayesian analysis of heavy-tailed stochastic volatility models ..."

Carlos A. Abanto-Valle et al. (2010)

> Home

Details and statistics

DOI: 10.1016/J.CSDA.2009.06.011

access: closed

type: Journal Article

metadata version: 2021-10-14

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/csda/Abanto-ValleBLE10
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/csda/Abanto-ValleBLE10
Carlos A. Abanto-Valle, Debiprasad Bandyopadhyay, Victor H. Lachos, I. Enriquez:
Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions. Comput. Stat. Data Anal. 54(12): 2883-2898 (2010)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.