Pages that link to "Item:Q496964"
From MaRDI portal
The following pages link to Bayesian estimation of a skew-Student-\(t\) stochastic volatility model (Q496964):
Displaying 5 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)
- An Extensive Comparison of Some Well‐Established Value at Risk Methods (Q6088259) (← links)
