Pages that link to "Item:Q1927147"
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The following pages link to Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors (Q1927147):
Displaying 12 items.
- Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models (Q70784) (← links)
- Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
- Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
- Stochastic tail index model for high frequency financial data with Bayesian analysis (Q1644258) (← links)
- Matrix exponential stochastic volatility with cross leverage (Q1659124) (← links)
- Dynamic equicorrelation stochastic volatility (Q1659169) (← links)
- A method for high-dimensional smoothing (Q1726162) (← links)
- Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution (Q1927148) (← links)
- On \(1/f\) noise (Q1955060) (← links)
- Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state-space models (Q2058890) (← links)
- Multivariate Stochastic Volatility Model with Cross Leverage (Q3298481) (← links)
- (Q5011474) (← links)
