Pages that link to "Item:Q4219769"

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

Displaying 50 items.

• (Q4791405) (← links)
• Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models (Q4828200) (← links)
• Estimation of Copula Models With Discrete Margins via Bayesian Data Augmentation (Q4916461) (← links)
• On periodic autoregressive stochastic volatility models: structure and estimation (Q4960634) (← links)
• Stochastic volatility models for ordinal-valued time series with application to finance (Q4970906) (← links)
• GLM-methods for volatility models (Q4970947) (← links)
• A flexible observed factor model with separate dynamics for the factor volatilities and their correlation matrix (Q4970975) (← links)
• Expectation Propagation for Likelihood-Free Inference (Q4975353) (← links)
• Flexible weighted dirichlet process mixture modelling and evaluation to address the problem of forecasting return distribution (Q4988819) (← links)
• A Note on Efficient Fitting of Stochastic Volatility Models (Q4997694) (← links)
• (Q5011566) (← links)
• Mixed effects state-space models with Student-<i>t</i> errors (Q5033466) (← links)
• A new method for sequential learning of states and parameters for state-space models: the particle swarm learning optimization (Q5036844) (← links)
• Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation (Q5066000) (← links)
• Particle MCMC With Poisson Resampling: Parallelization and Continuous Time Models (Q5066452) (← links)
• Forecasting exchange rates using asymmetric losses: A Bayesian approach (Q5068088) (← links)
• A Survey of Sequential Monte Carlo Methods for Economics and Finance (Q5080148) (← links)
• Marginal Likelihood Estimation with the Cross-Entropy Method (Q5080510) (← links)
• Variational inference for varying-coefficient model (Q5082847) (← links)
• Estimation of a functional single index model with dependent errors and unknown error density (Q5083928) (← links)
• A simulation smoother for long memory time series with correlated and heteroskedastic additive noise (Q5083988) (← links)
• The copula directional dependence by stochastic volatility models (Q5085923) (← links)
• On Irreversible Metropolis Sampling Related to Langevin Dynamics (Q5095483) (← links)
• Dynamic functional data analysis with non-parametric state space models (Q5128569) (← links)
• Stochastic volatility models for exchange rates and their estimation using quasi-maximum-likelihood methods: an application to the South African Rand (Q5128932) (← links)
• Variable dimension via stochastic volatility model using FX rates (Q5129099) (← links)
• Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes (Q5138617) (← links)
• Bayesian inference of asymmetric stochastic conditional duration models (Q5222408) (← links)
• TIME‐VARYING VOLATILITY, DEFAULT, AND THE SOVEREIGN RISK PREMIUM (Q5224963) (← links)
• Bayesian testing volatility persistence in stochastic volatility models with jumps (Q5245900) (← links)
• Bayesian testing for jumps in stochastic volatility models with correlated jumps (Q5247227) (← links)
• On the Study of Two Models for Integer-Valued High-Frequency Data (Q5267851) (← links)
• Intraday Data vs Daily Data to Forecast Volatility in Financial Markets (Q5280128) (← links)
• Bayesian Analysis of DSGE Models (Q5292342) (← links)
• Country risk and the estimation of asset return distributions (Q5308999) (← links)
• Bayesian modeling of financial returns: A relationship between volatility and trading volume (Q5391301) (← links)
• A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD (Q5408111) (← links)
• Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models (Q5430505) (← links)
• Linear‐representation Based Estimation of Stochastic Volatility Models (Q5430621) (← links)
• Estimation of Stochastic Volatility Models: An Approximation to the Nonlinear State Space Representation (Q5460717) (← links)
• Testing for EGARCH Against Stochastic Volatility Models (Q5467599) (← links)
• Bayesian analysis of switching ARCH models (Q5467629) (← links)
• Multivariate Stochastic Volatility: A Review (Q5485102) (← links)
• Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form (Q5485104) (← links)
• Multivariate Stochastic Volatility Models with Correlated Errors (Q5485105) (← links)
• Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models (Q5485108) (← links)
• Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison (Q5485109) (← links)
• Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models (Q5485110) (← links)
• Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model (Q5485114) (← links)
• AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY (Q5697633) (← links)