The following pages link to (Q5011474):
Displaying 12 items.
- Efficient estimation of a multivariate multiplicative volatility model (Q736688) (← links)
- Bayesian analysis of stochastic volatility models with mixture-of-normal distributions (Q1025340) (← links)
- A Bayesian analysis based on multivariate stochastic volatility model: evidence from Green stocks (Q2106870) (← links)
- Bayesian variable selection and model averaging in the arbitrage pricing theory model (Q2445778) (← links)
- Multivariate stochastic volatility with Bayesian dynamic linear models (Q2474386) (← links)
- Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search (Q3089153) (← links)
- Bayesian Estimation and Prediction of Stochastic Volatility Models via INLA (Q5252859) (← links)
- (Q5301786) (← links)
- Bayesian Risk Measures for Derivatives via Random Esscher Transform (Q5718221) (← links)
- Bayesian analysis of multivariate stochastic volatility with skew return distribution (Q5864448) (← links)
- Comparing stochastic volatility specifications for large Bayesian VARs (Q6108307) (← links)
- Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models (Q6177007) (← links)
