Pages that link to "Item:Q3573008"
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The following pages link to Bayesian student-t stochastic volatility models via scale mixtures (Q3573008):
Displaying 5 items.
- Stochastic volatility models with leverage and heavy-tailed distributions: a Bayesian approach using scale mixtures (Q452702) (← links)
- On asymmetric generalised t stochastic volatility models (Q1761658) (← links)
- Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions (Q5027559) (← links)
- Robust Bayesian analysis of loss reserving data using scale mixtures distributions (Q5138002) (← links)
- Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations (Q5245468) (← links)
