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"Bayesian estimation of smoothly mixing time-varying parameter GARCH models."
Cathy W. S. Chen, Richard Gerlach, Edward M. H. Lin (2014)
- Cathy W. S. Chen, Richard Gerlach, Edward M. H. Lin:
Bayesian estimation of smoothly mixing time-varying parameter GARCH models. Comput. Stat. Data Anal. 76: 194-209 (2014)
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