Pages that link to "Item:Q5456568"

The following pages link to A multi-move sampler for estimating non-Gaussian time series models: Comments on Shephard & Pitt (1997) (Q5456568):

Displaying 31 items.

• Stochastic volatility in mean models with heavy-tailed distributions (Q447982) (← links)
• Bayesian estimation of a skew-Student-\(t\) stochastic volatility model (Q496964) (← links)
• The HESSIAN method: highly efficient simulation smoothing, in a nutshell (Q527930) (← links)
• Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach (Q629128) (← links)
• Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
• Comparison of MCMC methods for estimating stochastic volatility models (Q816059) (← links)
• Estimating stochastic volatility models using daily returns and realized volatility simultaneously (Q961439) (← links)
• Block sampler and posterior mode estimation for asymmetric stochastic volatility models (Q1023620) (← links)
• Bayesian analysis of stochastic volatility models with mixture-of-normal distributions (Q1025340) (← links)
• Matrix exponential stochastic volatility with cross leverage (Q1659124) (← links)
• Dynamic equicorrelation stochastic volatility (Q1659169) (← links)
• On asymmetric generalised t stochastic volatility models (Q1761658) (← links)
• Generalized extreme value distribution with time-dependence using the AR and MA models in state space form (Q1927108) (← links)
• Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors (Q1927147) (← links)
• Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution (Q1927148) (← links)
• Bias correction in the realized stochastic volatility model for daily volatility on the Tokyo stock exchange (Q2150391) (← links)
• A fast and efficient Markov chain Monte Carlo method for market microstructure model (Q2244387) (← links)
• An efficient sampling scheme for dynamic generalized models (Q2259221) (← links)
• Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-based methods (Q2354744) (← links)
• News impact curve for stochastic volatility models (Q2440158) (← links)
• Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions (Q2445744) (← links)
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• (Q5011566) (← links)
• A new method for sequential learning of states and parameters for state-space models: the particle swarm learning optimization (Q5036844) (← links)
• Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes (Q5138617) (← links)
• Efficient Semiparametric Bayesian Estimation of Multivariate Discrete Proportional Hazards Model with Random Effects (Q5495082) (← links)
• AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY (Q5697633) (← links)
• Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility (Q5860935) (← links)
• Bayesian modeling and forecasting of value-at-risk via threshold realized volatility (Q6574592) (← links)
• On a buffered threshold autoregressive stochastic volatility model (Q6580756) (← links)
• Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model (Q6620851) (← links)