Pages that link to "Item:Q447982"

The following pages link to Stochastic volatility in mean models with heavy-tailed distributions (Q447982):

Displaying 12 items.

• Stochastic volatility models with leverage and heavy-tailed distributions: a Bayesian approach using scale mixtures (Q452702) (← links)
• Bayesian estimation of a skew-Student-\(t\) stochastic volatility model (Q496964) (← links)
• Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach (Q629128) (← links)
• A generalised stochastic volatility in mean VAR (Q1626966) (← links)
• Heavy tails for an alternative stochastic perpetuity model (Q2010493) (← links)
• Incorporating realized quarticity into a realized stochastic volatility model (Q2011046) (← links)
• Objective Bayesian analysis for the Student-\(t\) linear regression (Q2057376) (← links)
• Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions (Q2445744) (← links)
• MEAN-REVERTING STOCHASTIC VOLATILITY (Q3523547) (← links)
• Maximum likelihood estimation for stochastic volatility in mean models with heavy‐tailed distributions (Q4620217) (← links)
• (Q4654873) (← links)
• Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions (Q5027559) (← links)