Pages that link to "Item:Q4219769"

The following pages link to Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (Q4219769):

Displaying 25 items.

• Adaptive MCMC methods for inference on affine stochastic volatility models with jumps (Q5703228) (← links)
• Non‐linear GARCH models for highly persistent volatility (Q5703229) (← links)
• Bayesian Inference for Stochastic Kinetic Models Using a Diffusion Approximation (Q5717160) (← links)
• Double Hierarchical Generalized Linear Models (With Discussion) (Q5757822) (← links)
• Estimation and forecasting of long memory stochastic volatility models (Q6039116) (← links)
• Approximate Bayesian Computation for a Class of Time Series Models (Q6064614) (← links)
• Dynamic correlation multivariate stochastic volatility with latent factors (Q6089161) (← links)
• Stochastic volatility modeling based on doubly truncated Cauchy distribution and Bayesian estimation for Chinese stock market (Q6089350) (← links)
• Vector autoregression models with skewness and heavy tails (Q6106642) (← links)
• The financial market effects of unwinding the Federal Reserve's balance sheet (Q6106646) (← links)
• Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models (Q6108290) (← links)
• Comparing stochastic volatility specifications for large Bayesian VARs (Q6108307) (← links)
• Dividend suspensions and cash flows during the Covid-19 pandemic: a dynamic econometric model (Q6108314) (← links)
• Wavelet-\(L_2 E\) stochastic volatility models: an application to the water-energy nexus (Q6108884) (← links)
• Efficient data augmentation techniques for some classes of state space models (Q6111471) (← links)
• High‐dimensional sparse multivariate stochastic volatility models (Q6135331) (← links)
• Student‐t stochastic volatility model with composite likelihood EM‐algorithm (Q6135337) (← links)
• Forecasting emergency department waiting time using a state space representation (Q6149284) (← links)
• Large stochastic volatility in mean VARs (Q6175547) (← links)
• Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models (Q6177007) (← links)
• A threshold stochastic volatility model with explanatory variables (Q6187969) (← links)
• Advances in nowcasting economic activity: the role of heterogeneous dynamics and fat tails (Q6193076) (← links)
• Maximum likelihood estimation of latent Markov models using closed-form approximations (Q6199638) (← links)
• Bayesian prediction of jumps in large panels of time series data (Q6202925) (← links)
• Semiparametric functional factor models with Bayesian rank selection (Q6203345) (← links)