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Adam W Kolkiewicz
Information about the author Adam W Kolkiewicz will soon be added to the site.
Found
2 papers
in total
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Bayesian Analysis of a Threshold Stochastic Volatility Model
2016
This paper proposes a parsimonious threshold stochastic volatility (SV) model for...
Bayesian Analysis of Asymmetric Stochastic Conditional Duration Model
2015
This paper proposes Markov chain Monte Carlo methods to estimate the parameters and...
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