Pages that link to "Item:Q2000331"
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The following pages link to Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine (Q2000331):
Displaying 3 items.
- Leverage, heavy-tails and correlated jumps in stochastic volatility models (Q961427) (← links)
- Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles (Q2212816) (← links)
- Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution (Q6074097) (← links)