Pages that link to "Item:Q4258939"
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The following pages link to State-space stochastic volatility models: A review of estimation algorithms (Q4258939):
Displaying 6 items.
- On the use of non-linear transformations in stochastic volatility models (Q257523) (← links)
- Generalized dynamic linear models for financial time series (Q2722286) (← links)
- Proper dispersion state space models for stochastic volatility (Q2739864) (← links)
- Dynamic paired comparison models with stochastic variances (Q4540896) (← links)
- Stochastic volatility models for exchange rates and their estimation using quasi-maximum-likelihood methods: an application to the South African Rand (Q5128932) (← links)
- Inference methods for stochastic volatility models (Q5401953) (← links)
