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Number of items: 2.

13 October 2008

Griffin, Jim and Steel, Mark F.J. (2008): Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes.

10 May 2016

Griffin, Jim and Liu, Jia and Maheu, John M (2016): Bayesian Nonparametric Estimation of Ex-post Variance.

This list was generated on Sun Oct 20 14:45:17 2019 CEST.
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