Pages that link to "Item:Q5391301"

The following pages link to Bayesian modeling of financial returns: A relationship between volatility and trading volume (Q5391301):

Displaying 6 items.

• A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction (Q1043346) (← links)
• Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions (Q2445744) (← links)
• Modeling short‐term post‐offering price–volume relationships using Bayesian change‐point panel quantile regression (Q4620144) (← links)
• A generalized bivariate mixture model for stock price volatility and trading volume (Q5944504) (← links)
• A threshold stochastic volatility model with explanatory variables (Q6187969) (← links)
• Bayesian semiparametric Markov switching stochastic volatility model (Q6574607) (← links)