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Bayesian Estimation of a Skew-Student-t Stochastic Volatili..:

Abanto-Valle, C. A. ; Lachos, V. H. ; Dey, Dipak K.
Methodology and Computing in Applied Probability.  17 (2013)  3 - p. 721-738 , 2013
Link: https://doi.org/10.1007/s11009-013-9389-9