Pages that link to "Item:Q2047037"
From MaRDI portal
The following pages link to Bayesian estimation of the stochastic volatility model with double exponential jumps (Q2047037):
Displaying 6 items.
- Maximum likelihood estimation of the double exponential jump-diffusion process (Q665791) (← links)
- Econometric analysis of jump-driven stochastic volatility models (Q737254) (← links)
- Bayesian estimation of dynamic asset pricing models with informative observations (Q1740278) (← links)
- Bayesian Approach to Markov Switching Stochastic Volatility Model with Jumps (Q3102909) (← links)
- Parameter estimation of stochastic volatility model with jump (Q5127702) (← links)
- Adaptive MCMC methods for inference on affine stochastic volatility models with jumps (Q5703228) (← links)