Pages that link to "Item:Q658656"
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The following pages link to On filtering and estimation of a threshold stochastic volatility model (Q658656):
Displaying 4 items.
- Stochastic volatility with regime switching and uncertain noise: filtering with sub-linear expectations (Q523969) (← links)
- Hidden Markov models with threshold effects and their applications to oil price forecasting (Q2628183) (← links)
- A hidden Markov regime-switching smooth transition model (Q2691768) (← links)
- Data cloning estimation for asymmetric stochastic volatility models (Q5861027) (← links)