Pages that link to "Item:Q5864448"
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The following pages link to Bayesian analysis of multivariate stochastic volatility with skew return distribution (Q5864448):
Displaying 6 items.
- Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
- (Q5011566) (← links)
- Skew selection for factor stochastic volatility models (Q5037043) (← links)
- Bayesian semiparametric multivariate stochastic volatility with application (Q5861010) (← links)
- Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models (Q6177007) (← links)
- Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model (Q6620851) (← links)
