Studies in Nonlinear Dynamics and Econometrics Journal

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Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models. 17:345-372. 2013
Can GARCH Models Capture Long-Range Dependence?. 9. 2005
Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models 2013

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