Pages that link to "Item:Q367542"
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The following pages link to The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models (Q367542):
Displaying 6 items.
- Bayesian analysis based on the Jeffreys prior for the hyperbolic distribution (Q447973) (← links)
- A bivariate frailty model for events with a permanent survivor fraction and non-monotonic hazards; with an application to age at first maternity (Q1023777) (← links)
- Extending the multivariate generalised \(t\) and generalised \(VG\) distributions (Q1041071) (← links)
- Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution (Q1927148) (← links)
- Bayesian analysis of multivariate stochastic volatility with skew return distribution (Q5864448) (← links)
- Bayesian prediction of jumps in large panels of time series data (Q6202925) (← links)
