Browsing Conference Papers by Author "Choy, Sai Tsang Boris"

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Browsing Conference Papers by Author "Choy, Sai Tsang Boris"

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  • Choy, Sai Tsang Boris; Chan, C (University of Western Sydeny, 2005)
    This paper considers a Student-t stochastic volatility (SV) model using full Bayesian approach. A new two-stage scale mixtures respresentation for the Student-t density is proposed and used to speed up the efficiency of ...