No label defined (Q5011474)

From MaRDI portal

Jump to:navigation, search

scientific article; zbMATH DE number 7387555

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7387555

Statements

scholarly article

0 references

0 references

publication date

27 August 2021

0 references

MaRDI profile type

MaRDI publication profile

0 references

Multivariate Stochastic Volatility: A Review

0 references

Handbook of Volatility Models and Their Applications

0 references

Multivariate Stochastic Volatility

0 references

The simulation smoother for time series models

0 references

A simple and efficient simulation smoother for state space time series analysis

0 references

Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors

0 references

Matrix exponential stochastic volatility with cross leverage

0 references

Disturbance smoother for state space models

0 references

Dynamic equicorrelation stochastic volatility

0 references

Block sampler and posterior mode estimation for asymmetric stochastic volatility models

0 references

Stochastic volatility with leverage: fast and efficient likelihood inference

0 references

Likelihood analysis of non-Gaussian measurement time series

0 references

Estimating stochastic volatility models using daily returns and realized volatility simultaneously

0 references

A multi-move sampler for estimating non-Gaussian time series models: Comments on Shephard & Pitt (1997)

0 references

Identifiers

10.11329/jjssj.48.177

0 references

Mathematics Subject Classification ID

0 references

zbMATH DE Number

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5011474

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5011474&oldid=36709431"