Pages that link to "Item:Q5374580"
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The following pages link to Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns (Q5374580):
Displaying 6 items.
- Capturing deep tail risk via sequential learning of quantile dynamics (Q2007859) (← links)
- A new filtering inference procedure for a GED state-space volatility model (Q2156805) (← links)
- Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” (Q5374582) (← links)
- Bayesian semiparametric Markov switching stochastic volatility model (Q6574607) (← links)
- An optimal switching approach toward cost-effective control of a stand-alone photovoltaic panel system under stochastic environment (Q6574638) (← links)
- Discussion of :``Multivariate generalized hyperbolic laws for modeling financial log-returns -- empirical and theoretical considerations'' (Q6578140) (← links)
