Pages that link to "Item:Q2354744"
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The following pages link to Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-based methods (Q2354744):
Displaying 6 items.
- Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models (Q70784) (← links)
- Incorporating realized quarticity into a realized stochastic volatility model (Q2011046) (← links)
- Riemann manifold Langevin methods on stochastic volatility estimation (Q3133063) (← links)
- Bayesian inference for generalized extreme value distributions via Hamiltonian Monte Carlo (Q4593854) (← links)
- Box–Cox realized asymmetric stochastic volatility models with generalized Student's<i>t</i>-error distributions (Q5138133) (← links)
- Estimating Heston's and Bates’ models parameters using Markov chain Monte Carlo simulation (Q5220864) (← links)
