Pages that link to "Item:Q3297248"
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The following pages link to Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage (Q3297248):
Displaying 7 items.
- Fast inference for time-varying quantiles via flexible dynamic models with application to the characterization of atmospheric rivers (Q75379) (← links)
- On leverage in a stochastic volatility model (Q262831) (← links)
- Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (Q2700547) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
- Wavelet-\(L_2 E\) stochastic volatility models: an application to the water-energy nexus (Q6108884) (← links)
- MCMC interweaving strategy for estimating stochastic volatility model and its application (Q6116260) (← links)
- Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model (Q6620851) (← links)
