Pages that link to "Item:Q2707871"
From MaRDI portal
The following pages link to BUGS for a Bayesian analysis of stochastic volatility models (Q2707871):
Displayed 19 items.
- The hierarchical-likelihood approach to autoregressive stochastic volatility models (Q452568) (← links)
- Stochastic volatility models with leverage and heavy-tailed distributions: a Bayesian approach using scale mixtures (Q452702) (← links)
- Bayesian analysis of structural credit risk models with microstructure noises (Q609830) (← links)
- Individualism in plant populations: using stochastic differential equations to model individual neighbourhood-dependent plant growth (Q615505) (← links)
- An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic volatility models (Q630100) (← links)
- Bayesian analysis of the stochastic conditional duration model (Q959312) (← links)
- Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294) (← links)
- A class of nonlinear stochastic volatility models and its implications for pricing currency options (Q1010566) (← links)
- Adaptive rejection Metropolis sampling using Lagrange interpolation polynomials of degree 2 (Q1023679) (← links)
- Generalized EGARCH Random Effect Models Application to Financial Time Series (Q3072385) (← links)
- A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models (Q3087583) (← links)
- Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
- Stochastic volatility: Bayesian computation using automatic differentiation and the extended Kalman filter (Q4458366) (← links)
- Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models (Q4677047) (← links)
- Bayesian estimation and comparison of MGARCH and MSV models via WinBUGS (Q4913924) (← links)
- Modelling stochastic volatility using generalized<i>t</i>distribution (Q4922633) (← links)
- Multivariate Stochastic Volatility: A Review (Q5485102) (← links)
- Multivariate Stochastic Volatility Models with Correlated Errors (Q5485105) (← links)
- Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison (Q5485109) (← links)