Pages that link to "Item:Q2354744"

The following pages link to Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-based methods (Q2354744):

Displayed 2 items.

• Incorporating realized quarticity into a realized stochastic volatility model (Q2011046) ‎ (← links)
• Box–Cox realized asymmetric stochastic volatility models with generalized Student's<i>t</i>-error distributions (Q5138133) ‎ (← links)