Pages that link to "Item:Q1761658"

The following pages link to On asymmetric generalised t stochastic volatility models (Q1761658):

Displaying 8 items.

• Geometric ergodicity of asymmetric volatility models with stochastic parameters (Q388985) (← links)
• On generalised asymmetric stochastic volatility models (Q429633) (← links)
• Volatility Modeling with a Generalized<i>t</i>Distribution (Q2968461) (← links)
• Non‐trading day effects in asymmetric conditional and stochastic volatility models (Q3594915) (← links)
• Realized Non-linear Stochastic Volatility Models with Asymmetric Effects and Generalized Student&amp;apos;s &lt;i&gt;t&lt;/i&gt;-Distributions (Q5248882) (← links)
• (Q5425154) (← links)
• Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution (Q6074097) (← links)
• Bayesian estimation for the threshold stochastic volatility model with generalized hyperbolic skew Student’s <i>t</i> distribution (Q6107596) (← links)