Pages that link to "Item:Q451250"
From MaRDI portal
The following pages link to Stochastic volatility with leverage: fast and efficient likelihood inference (Q451250):
Displaying 5 items.
- UK INFLATION DYNAMICS SINCE THE THIRTEENTH CENTURY (Q6203447) (← links)
- Time-dependent shrinkage of time-varying parameter regression models (Q6544902) (← links)
- Bayesian modeling and forecasting of value-at-risk via threshold realized volatility (Q6574592) (← links)
- Bayesian semiparametric Markov switching stochastic volatility model (Q6574607) (← links)
- On a buffered threshold autoregressive stochastic volatility model (Q6580756) (← links)