2024-03-28T11:31:20Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6119778
2012-12-30T15:32:30Z
62
65
Ishihara, Tsunehiro; Omori, Yasuhiro
2012
6119778
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/06119778
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Comput. Stat. Data Anal. 56, No. 11, 3674-3689 (2012).
62F15; 62H12; 62P05; 62G32; 65C40
Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors
j