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On the conjugacy of off-line and on-line Sequential Monte Carlo Samplers

Working Paper N° 263

www.nbb.be/nl/artikels/conjugacy-line-and-line-...

FloGARCH: Realizing long memory and asymmetries in returns volatility

Working Paper N° 280

www.nbb.be/nl/artikels/flogarch-realizing-long-...