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Presentations at an Academic or Professional conference (2016), 2016 Asian Meeting of the Econometric Society

Inferring Volatility Dynamics and Variance Risk Premia in Efficient Bayesian Approach

FULOP Andras , LI Junye

FULOP, A. and LI, J. (2016). Inferring Volatility Dynamics and Variance Risk Premia in Efficient Bayesian Approach. In: 2016 Asian Meeting of the Econometric Society.