Pages that link to "Item:Q496964"
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The following pages link to Bayesian estimation of a skew-Student-\(t\) stochastic volatility model (Q496964):
Displaying 9 items.
- An overview of skew distributions in model-based clustering (Q2062796) (← links)
- A new filtering inference procedure for a GED state-space volatility model (Q2156805) (← links)
- Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach (Q2330490) (← links)
- A variational Bayesian approach for inverse problems with skew-\(t\) error distributions (Q2374776) (← links)
- Skew selection for factor stochastic volatility models (Q5037043) (← links)
- Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation (Q5066000) (← links)
- Data cloning estimation for asymmetric stochastic volatility models (Q5861027) (← links)
- An Extensive Comparison of Some Well‐Established Value at Risk Methods (Q6088259) (← links)
- New parametrization of stochastic volatility models (Q6587699) (← links)
