Locally Scaled and Stochastic Volatility Metropolis- Hastings Algorithms

Wilson Tsakane Mongwe, Rendani Mbuvha, Tshilidzi Marwala. Locally Scaled and Stochastic Volatility Metropolis- Hastings Algorithms. Algorithms, 14(12):351, 2021. [doi]

Authors

Wilson Tsakane Mongwe

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Rendani Mbuvha

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Tshilidzi Marwala

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