A Bayesian perspective on mixed GARCH models with jumps

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Veröffentlicht in:Uncertainty analysis in econometrics with applications
1. Verfasser: Chen, Cathy W. S. (VerfasserIn)
Weitere Verfasser: Lin, Edward M. H. (VerfasserIn), Lin, Yi-ru (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2013
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