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Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models

CIREQ-Concordia Seminar 2012-2013
joint with the Department of Economics, Concordia University

room H-1145 (Concordia University, 1455 de Maisonneuve Blvd West, 11th floor)

Organizer :
Artem Prokhorov (514-848-2424 #3908)

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