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Bayesian inference for the mixed conditional heteroskedasticity model

Bibliographic reference Bauwens, Luc ; Rombouts, Jeroen. Bayesian inference for the mixed conditional heteroskedasticity model. In: Econometrics Journal, Vol. 10, no. 2, p. 408-425 (Juillet 2007)
Permanent URL http://hdl.handle.net/2078.1/23140
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