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    • Bayesian analysis of Multivariate Stochastic Volatility models 

      Agasa, Lameck; Shitandi, Anakalo (Strathmore University, 2017)
      Multivariate stochastic volatility (MSV) models have gained applicability in Time Series (TS) data for analyzing multivariate financial and economic time series because they capture the volatility dynamics. Bayesian prior ...