Pages that link to "Item:Q4922633"

The following pages link to Modelling stochastic volatility using generalized<i>t</i>distribution (Q4922633):

Displaying 7 items.

• Fast computation of the deviance information criterion for latent variable models (Q1659173) (← links)
• On asymmetric generalised t stochastic volatility models (Q1761658) (← links)
• A new filtering inference procedure for a GED state-space volatility model (Q2156805) (← links)
• Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications (Q2691760) (← links)
• カルマン・フィルターによるRealized Stochastic Volatilityモデルの疑似最尤推定について (Q5011476) (← links)
• Specification tests for time-varying parameter models with stochastic volatility (Q5862501) (← links)
• Renyi Entropy based design of heavy tailed distribution for return of financial assets (Q6500371) (← links)