Cnr. of Codrington and Rose Streets
Sydney, NSW 2006
University of Sydney Business School
GARCH, Scale mixtures of normal, Scale mixture of uniform, Gibbs sampler, Outlier diagnostics, Leverage
Elliptical Copulas, Scale Mixtures of Normal, Markov Chain Monte Carlo, Capital Asset Pricing Model, Seemingly Unrelated Tobit Model
Bayesian analysis, Griddy Gibbs, Parallel computing, Markov chain Monte Carlo
Asymmetric, Bayesian inference, Heteroskedastic, Markov chain Monte Carlo (MCMC), Normal scale mixtures distribution
generalised hyperbolic, t distribution, variance gamma, skewness, Lévy processes
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