Pages that link to "Item:Q734413"
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The following pages link to Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law (Q734413):
Displaying 8 items.
- Stochastic volatility and stochastic leverage (Q470516) (← links)
- Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes (Q2445712) (← links)
- Likelihood estimation of Lévy‐driven stochastic volatility models through realized variance measures (Q3018503) (← links)
- Particle Markov Chain Monte Carlo Methods (Q4632633) (← links)
- Some recent developments in stochastic volatility modelling (Q4646765) (← links)
- METHOD OF MOMENTS ESTIMATION FOR LÉVY-DRIVEN ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODELS (Q5051950) (← links)
- Gradient-based simulated maximum likelihood estimation for Lévy-driven Ornstein–Uhlenbeck stochastic volatility models (Q5245899) (← links)
- Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility (Q5860935) (← links)
