Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures - researchr publication

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Joanna J. J. Wang, Jennifer S. K. Chan, S. T. Boris Choy. Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures. Computational Statistics & Data Analysis, 55(1):852-862, 2011. [doi]

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