Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence

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dc.contributor.authorChan, Chi Chun (Joshua)
dc.contributor.authorHsiao, Yu-Ling
dc.date.accessioned2015-12-08T22:39:12Z
dc.date.available2015-12-08T22:39:12Z
dc.date.issued2014
dc.date.updated2015-12-08T10:14:45Z
dc.identifier.isbn9781118771211
dc.identifier.urihttp://hdl.handle.net/1885/36147
dc.publisherJohn Wiley & Sons Ltd.
dc.relation.ispartofBayesian Inference in the Social Sciences
dc.relation.isversionof1 Edition
dc.titleEstimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence
dc.typeBook chapter
local.bibliographicCitation.lastpage176
local.bibliographicCitation.placeofpublicationHoboken NJ USA
local.bibliographicCitation.startpage155
local.contributor.affiliationChan, Chi Chun (Joshua), College of Business and Economics, ANU
local.contributor.affiliationHsiao, Yu-Ling, College of Business and Economics, ANU
local.contributor.authoremailu4935553@anu.edu.au
local.contributor.authoruidChan, Chi Chun (Joshua), u4935553
local.contributor.authoruidHsiao, Yu-Ling, u4450654
local.description.notesImported from ARIES
local.identifier.absfor140302 - Econometric and Statistical Methods
local.identifier.absseo910199 - Macroeconomics not elsewhere classified
local.identifier.ariespublicationu9807482xPUB132
local.identifier.doi10.1002/9781118771051.ch6
local.identifier.scopusID2-s2.0-84927581516
local.identifier.uidSubmittedByu9807482
local.type.statusPublished Version

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