Pages that link to "Item:Q899508"

The following pages link to Bayesian analysis of stochastic volatility models with fat-tails and correlated errors (Q899508):

Displaying 34 items.

• Asymmetric Multivariate Stochastic Volatility (Q5485115) (← links)
• Model Selection and Averaging in Financial Risk Management (Q5742646) (← links)
• Particle learning for Bayesian semi-parametric stochastic volatility model (Q5860957) (← links)
• Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model (Q5860977) (← links)
• Bayesian analysis of moving average stochastic volatility models: modeling in-mean effects and leverage for financial time series (Q5861000) (← links)
• Bayesian analysis of multivariate stochastic volatility with skew return distribution (Q5864448) (← links)
• Particle Learning for Fat-Tailed Distributions (Q5864517) (← links)
• Assessing Bayes Factor Surfaces Using Interactive Visualization and Computer Surrogate Modeling (Q5869304) (← links)
• A reexamination of stock return predictability (Q5964757) (← links)
• Stochastic modelling of volatility and inter-relationships in the Australian electricity markets (Q6050517) (← links)
• Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution (Q6074097) (← links)
• Stochastic volatility modeling based on doubly truncated Cauchy distribution and Bayesian estimation for Chinese stock market (Q6089350) (← links)
• Bayesian estimation for the threshold stochastic volatility model with generalized hyperbolic skew Student’s <i>t</i> distribution (Q6107596) (← links)
• Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
• Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
• Student‐t stochastic volatility model with composite likelihood EM‐algorithm (Q6135337) (← links)
• Asymmetry in stochastic volatility models with threshold and time-dependent correlation (Q6138232) (← links)
• Improving the asymmetric stochastic volatility model with ex-post volatility: the identification of the asymmetry (Q6158371) (← links)
• A threshold stochastic volatility model with explanatory variables (Q6187969) (← links)
• Advances in nowcasting economic activity: the role of heterogeneous dynamics and fat tails (Q6193076) (← links)
• A closed-form pricing formula for European options under a multi-factor nonlinear stochastic volatility model with regime-switching (Q6498440) (← links)
• Approximate Bayesian estimator for the parameter vector in linear models with multivariate <i>t</i> distribution errors (Q6541099) (← links)
• Heavy-tailed-distributed threshold stochastic volatility models in financial time series (Q6573726) (← links)
• Bayesian semiparametric Markov switching stochastic volatility model (Q6574607) (← links)
• Conditionally Gaussian random sequences for an integrated variance estimator with correlation between noise and returns (Q6574633) (← links)
• Discussion of :``Multivariate generalized hyperbolic laws for modeling financial log-returns -- empirical and theoretical considerations'' (Q6578140) (← links)
• New parametrization of stochastic volatility models (Q6587699) (← links)
• Parameter estimation and applications for stochastic volatility model with time-varying leverage effect (Q6592370) (← links)
• The \(\log\) GARCH stochastic volatility model (Q6606004) (← links)
• Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model (Q6620851) (← links)
• A Stochastic Volatility Model With a General Leverage Specification (Q6620893) (← links)
• A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets (Q6623167) (← links)
• Bayesian VARs and prior calibration in times of COVID-19 (Q6645221) (← links)
• New robust inference for predictive regressions (Q6667297) (← links)