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Bayesian semiparametric multivariate stochastic volatility with application

  • Martina Zaharieva
  • , M Trede
  • , B Wilfling

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

6 Citations (Scopus)
41 Downloads (Pure)
Original languageEnglish
Pages (from-to)947-970
Number of pages24
JournalEconometric Reviews
Volume39
Issue number9
DOIs
Publication statusPublished - 19 May 2020

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