Pages that link to "Item:Q5430323"
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The following pages link to Mixture distribution‐based forecasting using stochastic volatility models (Q5430323):
Displaying 4 items.
- Mixtures of \(t\)-distributions for finance and forecasting (Q292151) (← links)
- Hidden Markov experts (Q2725575) (← links)
- Flexible weighted dirichlet process mixture modelling and evaluation to address the problem of forecasting return distribution (Q4988819) (← links)
- Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures (Q6574659) (← links)