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Journal: Econometrics, 2024
Volume: 12
Number: 5

Article: Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension
Authors: by João Pedro Coli de Souza Monteneri Nacinben and Márcio Laurini
Link: https://www.mdpi.com/2225-1146/12/1/5

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