Bayesian testing for jumps in stochastic volatility models with correlated jumps (Q5247227): Difference between revisions

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+Markov chain Monte Carlo methods for stochastic volatility models.
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Simulating normalizing constants: From importance sampling to bridge sampling to path sampling
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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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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+A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models
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+Bayesian hypothesis testing in latent variable models
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+A new approach to Bayesian hypothesis testing
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+BUGS for a Bayesian analysis of stochastic volatility models
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