Pages that link to "Item:Q951880"
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The following pages link to Likelihood-based inference for asymmetric stochastic volatility models (Q951880):
Displaying 10 items.
- Maximum likelihood estimation of mark-recapture-recovery models in the presence of continuous covariates (Q386758) (← links)
- Second special issue on computational econometrics (Q957202) (← links)
- Leverage, heavy-tails and correlated jumps in stochastic volatility models (Q961427) (← links)
- Block sampler and posterior mode estimation for asymmetric stochastic volatility models (Q1023620) (← links)
- Linear filtering for asymmetric stochastic volatility models (Q1929412) (← links)
- Semiparametric stochastic volatility modelling using penalized splines (Q2354745) (← links)
- Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture (Q2512619) (← links)
- Some applications of nonlinear and non-Gaussian state–space modelling by means of hidden Markov models (Q5124974) (← links)
- A dynamic analysis of stock markets using a hidden Markov model (Q5129065) (← links)
- (Q5425154) (← links)