Pages that link to "Item:Q496964"

The following pages link to Bayesian estimation of a skew-Student-\(t\) stochastic volatility model (Q496964):

Displaying 19 items.

• Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
• Bayesian inference for stochastic volatility models using the generalized skew-\(t\) distribution with applications to the Shenzhen Stock Exchange returns (Q1748891) (← 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)
• An overview of skew distributions in model-based clustering (Q2062796) (← links)
• A new filtering inference procedure for a GED state-space volatility model (Q2156805) (← links)
• Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach (Q2330490) (← links)
• A variational Bayesian approach for inverse problems with skew-\(t\) error distributions (Q2374776) (← links)
• A \(t\)-distribution based particle filter for univariate and multivariate stochastic volatility models (Q2833228) (← links)
• Skew selection for factor stochastic volatility models (Q5037043) (← links)
• Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation (Q5066000) (← links)
• (Q5301786) (← links)
• Data cloning estimation for asymmetric stochastic volatility models (Q5861027) (← links)
• Bayesian analysis of multivariate stochastic volatility with skew return distribution (Q5864448) (← links)
• Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns (Q5881707) (← links)
• Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution (Q6074097) (← links)
• An Extensive Comparison of Some Well‐Established Value at Risk Methods (Q6088259) (← links)
• Bayesian estimation for the threshold stochastic volatility model with generalized hyperbolic skew Student’s <i>t</i> distribution (Q6107596) (← links)
• New parametrization of stochastic volatility models (Q6587699) (← links)