Pages that link to "Item:Q1659169"
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The following pages link to Dynamic equicorrelation stochastic volatility (Q1659169):
Displaying 6 items.
- Stochastic tail index model for high frequency financial data with Bayesian analysis (Q1644258) (← links)
- Matrix exponential stochastic volatility with cross leverage (Q1659124) (← links)
- Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors (Q1927147) (← links)
- Equivalent Black volatilities (Q4541572) (← links)
- (Q5011474) (← links)
- Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model (Q6620851) (← links)