Pages that link to "Item:Q2707871"
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The following pages link to BUGS for a Bayesian analysis of stochastic volatility models (Q2707871):
Displayed 50 items.
- On leverage in a stochastic volatility model (Q262831) (← links)
- A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data (Q268733) (← links)
- The leverage effect puzzle: the case of European sovereign credit default swap market (Q345723) (← links)
- The hierarchical-likelihood approach to autoregressive stochastic volatility models (Q452568) (← links)
- Stochastic volatility models with leverage and heavy-tailed distributions: a Bayesian approach using scale mixtures (Q452702) (← links)
- Bayesian analysis of structural credit risk models with microstructure noises (Q609830) (← links)
- Individualism in plant populations: using stochastic differential equations to model individual neighbourhood-dependent plant growth (Q615505) (← links)
- An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models (Q630100) (← links)
- A semiparametric stochastic volatility model (Q738174) (← links)
- Bayesian analysis of the stochastic conditional duration model (Q959312) (← links)
- Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294) (← links)
- A class of nonlinear stochastic volatility models and its implications for pricing currency options (Q1010566) (← links)
- Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2 (Q1023679) (← links)
- Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density (Q1615104) (← links)
- Bayesian dynamic probit models for the analysis of longitudinal data (Q1615165) (← links)
- A flexible and automated likelihood based framework for inference in stochastic volatility models (Q1623560) (← links)
- VIX forecast under different volatility specifications (Q1627811) (← links)
- Deviance information criterion for latent variable models and misspecified models (Q2173191) (← links)
- Bayesian analysis of heavy-tailed market microstructure model and its application in stock markets (Q2228675) (← links)
- Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density (Q2259756) (← links)
- Modeling financial time series based on a market microstructure model with leverage effect (Q2314707) (← links)
- Model for dynamic multiple of CPPI strategy (Q2320718) (← links)
- Comparison study to bandwidth selection in binomial kernel estimation using Bayesian approaches (Q2323158) (← links)
- Time series of count data: a review, empirical comparisons and data analysis (Q2330486) (← links)
- MCMC Bayesian Estimation in FIEGARCH Models (Q2828706) (← links)
- Generalized EGARCH Random Effect Models Application to Financial Time Series (Q3072385) (← links)
- A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models (Q3087583) (← links)
- Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
- On the Volatility of High Frequency Stock Index Based on SV Model of MCMC (Q3300030) (← links)
- Stochastic volatility: Bayesian computation using automatic differentiation and the extended Kalman filter (Q4458366) (← links)
- Stochastic Volatility Models (SVM) in the Analysis of Drought Periods (Q4555212) (← links)
- Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method (Q4610221) (← links)
- Stochastic Filtering Methods in Electronic Trading (Q4626524) (← links)
- Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models (Q4677047) (← links)
- Bayesian estimation and comparison of MGARCH and MSV models via WinBUGS (Q4913924) (← links)
- Modelling stochastic volatility using generalized<i>t</i>distribution (Q4922633) (← links)
- Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions (Q5027559) (← links)
- Estimation of a functional single index model with dependent errors and unknown error density (Q5083928) (← links)
- Variable dimension via stochastic volatility model using FX rates (Q5129099) (← links)
- Comparison of asymmetric stochastic volatility models under different correlation structures (Q5138623) (← links)
- Bayesian testing for jumps in stochastic volatility models with correlated jumps (Q5247227) (← links)
- Bayesian Approach in Nonparametric Count Regression with Binomial Kernel (Q5415903) (← links)
- Multivariate Stochastic Volatility: A Review (Q5485102) (← links)
- Multivariate Stochastic Volatility Models with Correlated Errors (Q5485105) (← links)
- Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison (Q5485109) (← links)
- Data cloning estimation for asymmetric stochastic volatility models (Q5861027) (← links)
- Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density (Q5861535) (← links)
- Stochastic modelling of volatility and inter-relationships in the Australian electricity markets (Q6050517) (← links)
- Wavelet-\(L_2 E\) stochastic volatility models: an application to the water-energy nexus (Q6108884) (← links)
- Asymmetry in stochastic volatility models with threshold and time-dependent correlation (Q6138232) (← links)