Stochastic volatility models with heavy-tailed distributions: A Bayesian analysis

By: Contributor(s): Material type: TextTextSeries: IMES discussion paper seriesPublication details: Tokyo Institute for Monetary and Economic Studies 2001Description: 36pISBN:
DDC classification:
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Status Barcode
Working Papers (Print) Working Papers (Print) IGIDR Available G20282

For any Suggestions or Query, please contact the library staff @ lib@igidr.ac.in or Phone: 022-69096504/69096563