Ehlers, Ricardo Sandes
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Bayesian inference for stochastic volatility models based on scale mixtures of the...
Bayesian inference for stochastic volatility models based on scale mixtures of the...
Detecting Influential observations in spatial models using Bregman divergence
Detecting Influential observations in spatial models using Bregman divergence
Bayesian Inference in Stochastic Volatility Models using Hamiltonian Monte Carlo...
Bayesian Inference in Stochastic Volatility Models using Hamiltonian Monte Carlo...
Volatility modeling through GARCH models with asymetric errors: Bayesian approac...
Modeling of volatility in financial time series using GARCH models with Bayesian...
Modeling of volatility in financial time series using GARCH models with Bayesian...
Monte Carlo Hamiltonian methods in non-parametric Bayesian inference of extreme ...
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