Robust Bayesian Analysis of Heavy-tailed Stochastic Volatility Models using Scale Mixtures of Normal Distributions.
Comput Stat Data Anal. 2010 Dec 1;54(12):2883-2898. doi: 10.1016/j.csda.2009.06.011.
Comput Stat Data Anal. 2010.
PMID: 20730043
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