Pages that link to "Item:Q429633"
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The following pages link to On generalised asymmetric stochastic volatility models (Q429633):
Displaying 27 items.
- Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models (Q70784) (← links)
- On the use of non-linear transformations in stochastic volatility models (Q257523) (← links)
- Geometric ergodicity of asymmetric volatility models with stochastic parameters (Q388985) (← links)
- Bayesian estimation of a skew-Student-\(t\) stochastic volatility model (Q496964) (← links)
- Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
- Likelihood-based inference for asymmetric stochastic volatility models (Q951880) (← links)
- Maximum likelihood estimates for positive valued dynamic score models; the DySco package (Q1623506) (← links)
- Leverage effect for volatility with generalized Laplace error (Q1650531) (← links)
- The split-SV model (Q1659144) (← links)
- On asymmetric generalised t stochastic volatility models (Q1761658) (← links)
- Econometric analysis of volatile art markets (Q1927095) (← links)
- Modeling financial time series based on a market microstructure model with leverage effect (Q2314707) (← links)
- Bad environments, good environments: a non-Gaussian asymmetric volatility model (Q2346031) (← links)
- Realized stochastic volatility with general asymmetry and long memory (Q2398614) (← links)
- On geometric ergodicity of skewed-SVCHARME models (Q2444396) (← links)
- Asymmetric volatility impulse response functions (Q2681836) (← links)
- A triple-threshold leverage stochastic volatility model (Q2687884) (← links)
- Non‐trading day effects in asymmetric conditional and stochastic volatility models (Q3594915) (← links)
- A Bayesian encompassing test using combined value-at-risk estimates (Q4554430) (← links)
- An ABC approach for CAViaR models with asymmetric kernels (Q5107780) (← links)
- Box–Cox realized asymmetric stochastic volatility models with generalized Student's<i>t</i>-error distributions (Q5138133) (← links)
- A quasi-Bayesian model averaging approach for conditional quantile models (Q5220840) (← links)
- Financial volatility modeling: The feedback asymmetric conditional autoregressive range model (Q5379288) (← links)
- (Q5425154) (← links)
- Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution (Q6074097) (← links)
- Bayesian estimation for the threshold stochastic volatility model with generalized hyperbolic skew Student’s <i>t</i> distribution (Q6107596) (← links)
- Improving the asymmetric stochastic volatility model with ex-post volatility: the identification of the asymmetry (Q6158371) (← links)
