Pages that link to "Item:Q3442922"
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The following pages link to Bayesian Inference for Nonlinear and Non-Gaussian Stochastic Volatility Model with Leverage Effect (Q3442922):
Displaying 12 items.
- On the use of non-linear transformations in stochastic volatility models (Q257523) (← links)
- Stochastic volatility in mean models with heavy-tailed distributions (Q447982) (← links)
- Stochastic volatility with leverage: fast and efficient likelihood inference (Q451250) (← links)
- Bayesian estimation of a skew-Student-\(t\) stochastic volatility model (Q496964) (← links)
- Bayesian inference for Heston-STAR models (Q518236) (← links)
- Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach (Q629128) (← links)
- Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach (Q734405) (← links)
- Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood (Q1026360) (← links)
- Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student's \(t\)-distribution (Q1748676) (← links)
- Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine (Q2000331) (← links)
- Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions (Q2445744) (← links)
- Riemann manifold Langevin methods on stochastic volatility estimation (Q3133063) (← links)
