Pages that link to "Item:Q452702"

The following pages link to Stochastic volatility models with leverage and heavy-tailed distributions: a Bayesian approach using scale mixtures (Q452702):

Displaying 21 items.

• Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models (Q70784) (← links)
• On generalised asymmetric stochastic volatility models (Q429633) (← links)
• Stochastic volatility in mean models with heavy-tailed distributions (Q447982) (← links)
• Realized stochastic volatility with leverage and long memory (Q1623559) (← links)
• The split-SV model (Q1659144) (← links)
• On asymmetric generalised t stochastic volatility models (Q1761658) (← links)
• Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution (Q1927148) (← links)
• Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine (Q2000331) (← links)
• Large portfolio losses in a turbulent market (Q2030632) (← links)
• Modeling financial time series based on a market microstructure model with leverage effect (Q2314707) (← links)
• On geometric ergodicity of skewed-SVCHARME models (Q2444396) (← links)
• Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions (Q2445744) (← links)
• カルマン・フィルターによるRealized Stochastic Volatilityモデルの疑似最尤推定について (Q5011476) (← links)
• Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions (Q5027559) (← links)
• A new method for sequential learning of states and parameters for state-space models: the particle swarm learning optimization (Q5036844) (← links)
• Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series (Q5237523) (← links)
• Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns (Q5881707) (← links)
• Retrospective Bayesian outlier detection in INGARCH series (Q5962745) (← links)
• Stochastic modelling of volatility and inter-relationships in the Australian electricity markets (Q6050517) (← links)
• Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution (Q6074097) (← links)
• Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures (Q6574659) (← links)