Watanabe, T., & Asai, M. (2001). Stochastic volatility models with heavy-tailed distributions: A Bayesian analysis. Institute for Monetary and Economic Studies.
Chicago-Zitierstil (17. Ausg.)Watanabe, Toshiaki, und Manabu Asai. Stochastic Volatility Models with Heavy-tailed Distributions: A Bayesian Analysis. Tokyo: Institute for Monetary and Economic Studies, 2001.
MLA-Zitierstil (9. Ausg.)Watanabe, Toshiaki, und Manabu Asai. Stochastic Volatility Models with Heavy-tailed Distributions: A Bayesian Analysis. Institute for Monetary and Economic Studies, 2001.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.