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- W2009677125 abstract "Markov Chain Monte Carlo is repeatedly used to analyze the properties of intractable distributions in a convenient way. In this paper we derive conditions for geometric ergodicity of a general class of nonparametric stochastic volatility models with skewness driven by hidden Markov Chain with switching." @default.
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- W2009677125 title "On geometric ergodicity of skewed—SVCHARME models" @default.
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- W2009677125 doi "https://doi.org/10.1016/j.spl.2013.10.008" @default.
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