Pages that link to "Item:Q4607381"
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The following pages link to Value at risk estimation under stochastic volatility models using adaptive PMCMC methods (Q4607381):
Displaying 4 items.
- Particle Markov chain Monte Carlo techniques of unobserved component time series models using Ox (Q1695672) (← links)
- VALUE-AT-RISK COMPUTATIONS IN STOCHASTIC VOLATILITY MODELS USING SECOND-ORDER WEAK APPROXIMATION SCHEMES (Q5411988) (← links)
- Adaptive MCMC methods for inference on affine stochastic volatility models with jumps (Q5703228) (← links)
- Bayesian analysis of moving average stochastic volatility models: modeling in-mean effects and leverage for financial time series (Q5861000) (← links)
