Pages that link to "Item:Q3102909"
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The following pages link to Bayesian Approach to Markov Switching Stochastic Volatility Model with Jumps (Q3102909):
Displaying 6 items.
- Simulation-based sequential analysis of Markov switching stochastic volatility models (Q1020116) (← links)
- Speculative bubbles in present-value models: a Bayesian Markov-switching state space approach (Q2246584) (← links)
- STOCHASTIC VOLATILITY MODEL WITH CORRELATED JUMP SIZES AND INDEPENDENT ARRIVALS (Q5051922) (← links)
- Parameter estimation of stochastic volatility model with jump (Q5127702) (← links)
- Full Bayesian Analysis for a Class of Jump-Diffusion Models (Q5321902) (← links)
- Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” (Q5374582) (← links)
