Posterior analysis of stochastic volatility models with flexible tails

M.F.J. Steel

Research output: Contribution to journal › Article › Scientific › peer-review

Cite this

@article{868a6ed471534e129b9df2b4fb1419df,

title = "Posterior analysis of stochastic volatility models with flexible tails",

author = "M.F.J. Steel",

note = "Pagination: 34",

year = "1998",

language = "English",

volume = "17",

pages = "109--143",

journal = "Econometric Reviews",

issn = "0747-4938",

publisher = "Taylor and Francis Ltd.",

}