Pages that link to "Item:Q429633"

The following pages link to On generalised asymmetric stochastic volatility models (Q429633):

Displaying 13 items.

• Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models (Q70784) (← links)
• On the use of non-linear transformations in stochastic volatility models (Q257523) (← links)
• Bayesian estimation of a skew-Student-\(t\) stochastic volatility model (Q496964) (← links)
• Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
• Maximum likelihood estimates for positive valued dynamic score models; the DySco package (Q1623506) (← links)
• The split-SV model (Q1659144) (← links)
• Econometric analysis of volatile art markets (Q1927095) (← links)
• Modeling financial time series based on a market microstructure model with leverage effect (Q2314707) (← links)
• On geometric ergodicity of skewed-SVCHARME models (Q2444396) (← links)
• A Bayesian encompassing test using combined value-at-risk estimates (Q4554430) (← links)
• An ABC approach for CAViaR models with asymmetric kernels (Q5107780) (← links)
• Box–Cox realized asymmetric stochastic volatility models with generalized Student's<i>t</i>-error distributions (Q5138133) (← links)
• A quasi-Bayesian model averaging approach for conditional quantile models (Q5220840) (← links)