Pages that link to "Item:Q1023620"
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The following pages link to Block sampler and posterior mode estimation for asymmetric stochastic volatility models (Q1023620):
Displayed 7 items.
- Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach (Q629128) (← links)
- Implied volatility in oil markets (Q961396) (← links)
- Leverage, heavy-tails and correlated jumps in stochastic volatility models (Q961427) (← links)
- Estimating stochastic volatility models using daily returns and realized volatility simultaneously (Q961439) (← links)
- Editorial: Special issue on statistical and computational methods in finance (Q1023614) (← links)
- Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH (Q1023615) (← links)
- Bayesian modeling of financial returns: A relationship between volatility and trading volume (Q5391301) (← links)