Pages that link to "Item:Q2228729"
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The following pages link to Modeling volatility using state space models with heavy tailed distributions (Q2228729):
Displayed 3 items.
- A new filtering inference procedure for a GED state-space volatility model (Q2156805) (← links)
- Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions (Q5027559) (← links)
- Volatility GARCH models with the ordered weighted average (OWA) operators (Q6086276) (← links)
