Bayesian analysis of stochastic volatility models with fat-tails

【作者(必填)】Joanna J.J. Wanga, , , Jennifer S.K. Chana, S.T. Boris Choyb

【文题(必填)】Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures

【年份(必填)】2011

【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/S0167947310002811

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hello_xn 发表于 2014-7-22 16:58
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