Pages that link to "Item:Q5485109"

The following pages link to Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison (Q5485109):

Displaying 33 items.

• The structure of dynamic correlations in multivariate stochastic volatility models (Q302187) (← links)
• Efficient Bayesian inference for stochastic time-varying copula models (Q434914) (← links)
• The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450) (← links)
• Bayesian analysis of structural credit risk models with microstructure noises (Q609830) (← links)
• A multivariate threshold stochastic volatility model (Q960327) (← links)
• Multivariate Wishart stochastic volatility and changes in regime (Q1622088) (← links)
• A flexible and automated likelihood based framework for inference in stochastic volatility models (Q1623560) (← links)
• Matrix exponential stochastic volatility with cross leverage (Q1659124) (← links)
• Testing for structural breaks in factor copula models (Q1739863) (← links)
• On asymmetric generalised t stochastic volatility models (Q1761658) (← links)
• Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
• A Bayesian analysis based on multivariate stochastic volatility model: evidence from Green stocks (Q2106870) (← links)
• Bayesian analysis of heavy-tailed market microstructure model and its application in stock markets (Q2228675) (← links)
• Proxy vector autoregressions in a data-rich environment (Q2246689) (← links)
• Tails of correlation mixtures of elliptical copulas (Q2276214) (← links)
• Multivariate stochastic volatility with Bayesian dynamic linear models (Q2474386) (← links)
• Multivariate Stochastic Volatility Estimation Using Particle Filters (Q2787388) (← links)
• Multi-variate stochastic volatility modelling using Wishart autoregressive processes (Q2930900) (← links)
• A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models (Q3087583) (← links)
• Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
• Bayesian estimation and comparison of MGARCH and MSV models via WinBUGS (Q4913924) (← links)
• (Q4986382) (← links)
• A Survey on Time-Varying Copulas: Specification, Simulations, and Application (Q5080162) (← links)
• The copula directional dependence by stochastic volatility models (Q5085923) (← links)
• Stochastic volatility models for exchange rates and their estimation using quasi-maximum-likelihood methods: an application to the South African Rand (Q5128932) (← links)
• Multivariate Stochastic Volatility: A Review (Q5485102) (← links)
• Multivariate Stochastic Volatility Models with Correlated Errors (Q5485105) (← links)
• Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models (Q5485110) (← links)
• Prioritizing of volatility models: a computational analysis using data envelopment analysis (Q6056289) (← links)
• Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models (Q6108290) (← links)
• Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)
• Ranking econometric techniques using geometrical benefit of doubt (Q6148802) (← links)
• Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models (Q6177007) (← links)