Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence

Chan, JCC

Hsiao, CYL

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Field	Value	Language
dc.contributor.author	Chan, JCC https://orcid.org/0000-0003-3632-128X	en_US
dc.contributor.author	Hsiao, CYL	en_US
dc.date.issued	2014-09-29	en_US
dc.identifier.citation	Bayesian Inference in the Social Sciences, 2014, pp. 155 - 176	en_US
dc.identifier.isbn	9781118771211	en_US
dc.identifier.uri	http://hdl.handle.net/10453/119840
dc.relation.ispartof	Bayesian Inference in the Social Sciences	en_US
dc.relation.isbasedon	10.1002/9781118771051.ch6	en_US
dc.title	Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence	en_US
dc.type	Chapter
utslib.for	1403 Econometrics	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Business/Economics Discipline
utslib.copyright.status	closed_access
pubs.publication-status	Published	en_US

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