The following pages link to (Q5425154):
Displaying 14 items.
- Geometric ergodicity of asymmetric volatility models with stochastic parameters (Q388985) (← links)
- On generalised asymmetric stochastic volatility models (Q429633) (← links)
- Likelihood-based inference for asymmetric stochastic volatility models (Q951880) (← links)
- Block sampler and posterior mode estimation for asymmetric stochastic volatility models (Q1023620) (← links)
- Quantile forecasts for financial volatilities based on parametric and asymmetric models (Q1726164) (← links)
- On asymmetric generalised t stochastic volatility models (Q1761658) (← links)
- Bad environments, good environments: a non-Gaussian asymmetric volatility model (Q2346031) (← links)
- Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture (Q2512619) (← links)
- Asymmetric volatility impulse response functions (Q2681836) (← links)
- Bayesian analysis of asymmetric multivariate stochastic volatility models with applications to TOPIX sector indices (Q2864723) (← links)
- Non‐trading day effects in asymmetric conditional and stochastic volatility models (Q3594915) (← links)
- ESTIMATION OF ASYMMETRICAL VOLATILITY FOR ASSET PRICES: THE SIMULTANEOUS SWITCHING ARIMA APPROACH (Q4787562) (← links)
- Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors (Q5138047) (← links)
- Financial volatility modeling: The feedback asymmetric conditional autoregressive range model (Q5379288) (← links)
