Pages that link to "Item:Q1025340"
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The following pages link to Bayesian analysis of stochastic volatility models with mixture-of-normal distributions (Q1025340):
Displayed 8 items.
- On asymmetric generalised t stochastic volatility models (Q1761658) (← links)
- Bayesian analysis of heavy-tailed market microstructure model and its application in stock markets (Q2228675) (← links)
- Realized stochastic volatility with general asymmetry and long memory (Q2398614) (← links)
- An empirical evaluation of fat-tailed distributions in modeling financial time series (Q2479445) (← links)
- カルマン・フィルターによるRealized Stochastic Volatilityモデルの疑似最尤推定について (Q5011476) (← links)
- Bayesian inference for a mixture double autoregressive model (Q6068059) (← links)
- Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution (Q6074097) (← links)
- A threshold stochastic volatility model with explanatory variables (Q6187969) (← links)