Pages that link to "Item:Q1025340"
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The following pages link to Bayesian analysis of stochastic volatility models with mixture-of-normal distributions (Q1025340):
Displaying 18 items.
- Stochastic volatility models with leverage and heavy-tailed distributions: a Bayesian approach using scale mixtures (Q452702) (← links)
- Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach (Q629128) (← links)
- On asymmetric generalised t stochastic volatility models (Q1761658) (← links)
- A Bayesian analysis based on multivariate stochastic volatility model: evidence from Green stocks (Q2106870) (← links)
- Bayesian analysis of heavy-tailed market microstructure model and its application in stock markets (Q2228675) (← links)
- Realized stochastic volatility with general asymmetry and long memory (Q2398614) (← links)
- Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes (Q2445712) (← links)
- Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions (Q2445744) (← links)
- An empirical evaluation of fat-tailed distributions in modeling financial time series (Q2479445) (← links)
- Bayesian nonparametric modelling of the return distribution with stochastic volatility (Q2634125) (← links)
- カルマン・フィルターによるRealized Stochastic Volatilityモデルの疑似最尤推定について (Q5011476) (← links)
- Mixture distribution‐based forecasting using stochastic volatility models (Q5430323) (← links)
- Bayesian inference for a mixture double autoregressive model (Q6068059) (← links)
- Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution (Q6074097) (← links)
- Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models (Q6177007) (← links)
- A threshold stochastic volatility model with explanatory variables (Q6187969) (← links)
- Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures (Q6574659) (← links)
- New parametrization of stochastic volatility models (Q6587699) (← links)
