Pages that link to "Item:Q5881707"
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The following pages link to Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns (Q5881707):
Displaying 8 items.
- 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)
- Bayesian inference for stochastic volatility models using the generalized skew-\(t\) distribution with applications to the Shenzhen Stock Exchange returns (Q1748891) (← links)
- Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution (Q1927148) (← links)
- A switching self-exciting jump diffusion process for stock prices (Q2000696) (← links)
- Dissecting skewness under affine jump-diffusions (Q2697094) (← links)
- On model robustness of the regime switching approach for pegged foreign exchange markets (Q5092650) (← links)
- Vector autoregression models with skewness and heavy tails (Q6106642) (← links)
