Pages that link to "Item:Q2864714"
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The following pages link to Realized stochastic volatility model. Bayesian analysis using Markov chain Monte Carlo (Q2864714):
Displaying 3 items.
- Estimating stochastic volatility models using daily returns and realized volatility simultaneously (Q961439) (← links)
- Incorporating realized quarticity into a realized stochastic volatility model (Q2011046) (← links)
- Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-based methods (Q2354744) (← links)