Pages that link to "Item:Q5248882"

The following pages link to Realized Non-linear Stochastic Volatility Models with Asymmetric Effects and Generalized Student's <i>t</i>-Distributions (Q5248882):

Displaying 8 items.

• On the use of non-linear transformations in stochastic volatility models (Q257523) (← links)
• On generalised asymmetric stochastic volatility models (Q429633) (← links)
• On asymmetric generalised t stochastic volatility models (Q1761658) (← links)
• Incorporating realized quarticity into a realized stochastic volatility model (Q2011046) (← links)
• Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market (Q3574716) (← links)
• Non‐trading day effects in asymmetric conditional and stochastic volatility models (Q3594915) (← links)
• Box–Cox realized asymmetric stochastic volatility models with generalized Student's<i>t</i>-error distributions (Q5138133) (← links)
• Modeling daily return volatility through GJR(1,1) model and realized volatility measure (Q6594122) (← links)