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Latest revision as of 09:36, 5 July 2024

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On generalised asymmetric stochastic volatility models
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    On generalised asymmetric stochastic volatility models (English)
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    20 June 2012
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    stochastic volatility
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    leverage effect
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    noncentral-\(t\) distribution
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    skew-normal distribution
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    skew-\(t\) distribution
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    Metropolis-Hastings
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    MCMC
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    DIC
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    model selection
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    forecasting evaluation
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