On leverage in a stochastic volatility model (Q262831): Difference between revisions

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+Efficient method of moments estimation of a stochastic volatility model: A Monte Carlo study
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+Marginal Likelihood from the Gibbs Output
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+Markov chain Monte Carlo methods for stochastic volatility models.
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+Statistical methods in finance
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+Simulation Run Length Control in the Presence of an Initial Transient
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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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+BUGS for a Bayesian analysis of stochastic volatility models
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+Q4280410
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+Filtering via Simulation: Auxiliary Particle Filters
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+Bayesian Measures of Model Complexity and Fit
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