The following pages link to Toshiaki Watanabe (Q188550):
Displaying 10 items.
- Estimating stochastic volatility models using daily returns and realized volatility simultaneously (Q961439) (← links)
- Block sampler and posterior mode estimation for asymmetric stochastic volatility models (Q1023620) (← links)
- Bayesian forecasting of value-at-risk based on variant smooth transition heteroskedastic models (Q1748665) (← links)
- News impact curve for stochastic volatility models (Q2440158) (← links)
- Realized stochastic volatility model. Bayesian analysis using Markov chain Monte Carlo (Q2864714) (← links)
- Applications of Gram–Charlier expansion and bond moments for pricing of interest rates and credit risk (Q3577152) (← links)
- (Q4678104) (← links)
- A multi-move sampler for estimating non-Gaussian time series models: Comments on Shephard & Pitt (1997) (Q5456568) (← links)
- On sampling the degree-of-freedom of Student's-\(t\) disturbances (Q5937063) (← links)
- Bayesian modeling and forecasting of value-at-risk via threshold realized volatility (Q6574592) (← links)
