Pages that link to "Item:Q3842859"
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The following pages link to Bayesian analysis of stochastic volatility models with flexible tails (Q3842859):
Displaying 6 items.
- Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
- Bayesian analysis of stochastic volatility models with mixture-of-normal distributions (Q1025340) (← links)
- Dynamic tail inference with log-Laplace volatility (Q2191426) (← links)
- Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility (Q5860935) (← links)
- Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models (Q6177007) (← links)
- Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures (Q6574659) (← links)
