Multivariate Stochastic Volatility Models with Correlated Errors (Q5485105): Difference between revisions

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+Dynamic Asymmetric Leverage in Stochastic Volatility Models
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+Asymmetric Multivariate Stochastic Volatility
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+Markov chain Monte Carlo methods for stochastic volatility models.
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+Monte Carlo maximum likelihood estimation for non-Gaussian state space models
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+Multivariate Stochastic Variance Models
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+Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
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+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
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+AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY
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+BUGS for a Bayesian analysis of stochastic volatility models
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+Estimation of stochastic volatility models via Monte Carlo maximum likelihood
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+Likelihood analysis of non-Gaussian measurement time series
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+Efficient estimation of covariance selection models
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+On leverage in a stochastic volatility model
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+Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison
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