Pages that link to "Item:Q5861000"
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The following pages link to Bayesian analysis of moving average stochastic volatility models: modeling in-mean effects and leverage for financial time series (Q5861000):
Displayed 3 items.
- Fat tails, serial dependence, and implied volatility index connections (Q2077951) (← links)
- A fast and efficient Markov chain Monte Carlo method for market microstructure model (Q2244387) (← links)
- High-dimensional conditionally Gaussian state space models with missing data (Q6175545) (← links)