Pages that link to "Item:Q737916"
From MaRDI portal
The following pages link to Bayesian estimation of an extended local scale stochastic volatility model (Q737916):
Displaying 6 items.
- Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models (Q1000051) (← links)
- Bayesian inference in a stochastic volatility Nelson-Siegel model (Q1927156) (← links)
- A new filtering inference procedure for a GED state-space volatility model (Q2156805) (← links)
- Modeling volatility using state space models with heavy tailed distributions (Q2228729) (← links)
- (Q5301786) (← links)
- A Stochastic Volatility Model With Realized Measures for Option Pricing (Q6626361) (← links)