Pages that link to "Item:Q959262"
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The following pages link to Comparing stochastic volatility models through Monte Carlo simulations (Q959262):
Displaying 15 items.
- Comparison of MCMC methods for estimating stochastic volatility models (Q816059) (← links)
- Implied volatility in oil markets (Q961396) (← links)
- Leverage, heavy-tails and correlated jumps in stochastic volatility models (Q961427) (← links)
- Bayesian estimation of the Gaussian mixture GARCH model (Q1019890) (← links)
- Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models (Q1023616) (← links)
- Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution (Q1927148) (← links)
- Measuring systematic risk with neural network factor model (Q2137662) (← links)
- Modeling volatility using state space models with heavy tailed distributions (Q2228729) (← links)
- Particle filters and Bayesian inference in financial econometrics (Q3018542) (← links)
- A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models (Q3087583) (← links)
- MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY (Q4372033) (← links)
- Study of 'value' modelling efficiency in the Monte Carlo method (Q5694204) (← links)
- Conditional VAR and Expected Shortfall: A New Functional Approach (Q5864357) (← links)
- Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution (Q6074097) (← links)
- Stochastic volatility modeling based on doubly truncated Cauchy distribution and Bayesian estimation for Chinese stock market (Q6089350) (← links)
