Pages that link to "Item:Q5460717"
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The following pages link to Estimation of Stochastic Volatility Models: An Approximation to the Nonlinear State Space Representation (Q5460717):
Displaying 5 items.
- The hierarchical-likelihood approach to autoregressive stochastic volatility models (Q452568) (← links)
- A flexible and automated likelihood based framework for inference in stochastic volatility models (Q1623560) (← links)
- Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling (Q1927096) (← links)
- On normal-Laplace stochastic volatility model (Q2694031) (← links)
- Linear‐representation Based Estimation of Stochastic Volatility Models (Q5430621) (← links)