Pages that link to "Item:Q816059"
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The following pages link to Comparison of MCMC methods for estimating stochastic volatility models (Q816059):
Displaying 3 items.
- The structure of dynamic correlations in multivariate stochastic volatility models (Q302187) (← links)
- Bayesian analysis of stochastic volatility models with mixture-of-normal distributions (Q1025340) (← links)
- Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-based methods (Q2354744) (← links)