Pages that link to "Item:Q4550616"

The following pages link to Long memory stochastic volatility : A bayesian approach (Q4550616):

Displaying 12 items.

• Bayesian estimation and the application of long memory stochastic volatility models (Q713736) (← links)
• Nonlinear time series with long memory: A model for stochastic volatility (Q1299552) (← links)
• The detection and estimation of long memory in stochastic volatility (Q1377319) (← links)
• Realized stochastic volatility with leverage and long memory (Q1623559) (← links)
• Inference on the long-memory properties of time series with non-stationary volatility (Q1668281) (← links)
• Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) (← links)
• Markov chain Monte Carlo methods for Bayesian long memory stochastic volatility models (Q2916623) (← links)
• (Q3580294) (← links)
• LONG-RANGE DEPENDENT COMMON FACTOR MODELS: A BAYESIAN APPROACH (Q4540642) (← links)
• Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models (Q4677047) (← links)
• Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” (Q5374582) (← links)
• Estimation and forecasting of long memory stochastic volatility models (Q6039116) (← links)