Pages that link to "Item:Q3087583"
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The following pages link to A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models (Q3087583):
Displaying 8 items.
- Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis (Q252729) (← links)
- Comparing stochastic volatility models through Monte Carlo simulations (Q959262) (← links)
- Simulation-based sequential analysis of Markov switching stochastic volatility models (Q1020116) (← links)
- Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
- Threshold variable selection of asymmetric stochastic volatility models (Q2259328) (← links)
- Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search (Q3089153) (← links)
- Bayesian testing for jumps in stochastic volatility models with correlated jumps (Q5247227) (← links)
- Prioritizing of volatility models: a computational analysis using data envelopment analysis (Q6056289) (← links)
