Question: In the univariate SV model assuming the normal mixture form of p( t) what is the stationary marginal distribution p(yt v) for any t implied

In the univariate SV model assuming the normal mixture form of p( t)

what is the stationary marginal distribution p(yt v) for any t implied by this model? Investment analysis focuses, in part, on questions of just how large or small a per-period return might be, and this marginal distribution of a future return is relevant in that context.

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