Pages that link to "Item:Q1748676"
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The following pages link to Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student's \(t\)-distribution (Q1748676):
Displaying 14 items.
- Stochastic volatility in mean models with heavy-tailed distributions (Q447982) (← links)
- Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach (Q629128) (← links)
- Bayesian inference for stochastic volatility models using the generalized skew-\(t\) distribution with applications to the Shenzhen Stock Exchange returns (Q1748891) (← links)
- Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution (Q1927148) (← links)
- Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles (Q2212816) (← links)
- Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach (Q2330490) (← 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 Inference for Nonlinear and Non-Gaussian Stochastic Volatility Model with Leverage Effect (Q3442922) (← links)
- Bayesian analysis of moving average stochastic volatility models: modeling in-mean effects and leverage for financial time series (Q5861000) (← links)
- Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns (Q5881707) (← links)
- Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution (Q6074097) (← links)
- Bayesian estimation for the threshold stochastic volatility model with generalized hyperbolic skew Student’s <i>t</i> distribution (Q6107596) (← links)
- Wavelet-\(L_2 E\) stochastic volatility models: an application to the water-energy nexus (Q6108884) (← links)
