Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications

Andrew Phillip, Jennifer S.K. Chan, Shelton Peiris
  • Studies in Nonlinear Dynamics and Econometrics, February 2018, De Gruyter
  • DOI: 10.1515/snde-2015-0110
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http://dx.doi.org/10.1515/snde-2015-0110

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