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Bayesian Estimation of a Skew-Student-t Stochastic Volatility Model |
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| Authors: | C. A. Abanto-Valle V. H. Lachos Dipak K. Dey |
| Affiliation: | 1. Department of Statistics, Federal University of Rio de Janeiro, CP 68530, Rio de Janeiro, CEP 21945-970, RJ, Brazil 2. Department of Statistics, Campinas State University, CP 6065, Campinas, CEP 13083-859, SP, Brazil 3. Department of Statistics, University of Connecticut, Storrs, CT, USA |
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