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"MCMC Bayesian Estimation in FIEGARCH Models."
Taiane Schaedler Prass, Sílvia Regina Costa Lopes, Jorge Alberto Achcar (2016)
- Taiane Schaedler Prass, Sílvia Regina Costa Lopes, Jorge Alberto Achcar:
MCMC Bayesian Estimation in FIEGARCH Models. Commun. Stat. Simul. Comput. 45(9): 3238-3258 (2016)
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