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2009.06007
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Bayesian modelling of time-varying conditional heteroscedasticity
13 September 2020
Sayar Karmakar
Arkaprava Roy
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ArXiv
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Papers citing
"Bayesian modelling of time-varying conditional heteroscedasticity"
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MCMC using Hamiltonian dynamics
Radford M. Neal
185
3,262
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09 Jun 2012
1
