Pages that link to "Item:Q5703228"
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The following pages link to Adaptive MCMC methods for inference on affine stochastic volatility models with jumps (Q5703228):
Displaying 7 items.
- Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models (Q70784) (← links)
- Bayesian estimation of dynamic asset pricing models with informative observations (Q1740278) (← links)
- Bayesian estimation of the stochastic volatility model with double exponential jumps (Q2047037) (← links)
- Scaling analysis of delayed rejection MCMC methods (Q2513657) (← links)
- (Q3418532) (← links)
- Value at risk estimation under stochastic volatility models using adaptive PMCMC methods (Q4607381) (← links)
- Application in stochastic volatility models of nonlinear regression with stochastic design (Q5391299) (← links)