Scythe
From MaRDI portal
Cited in
(7)- Stochastic volatility in mean models with heavy-tailed distributions
- State space mixed models for binary responses with scale mixture of normal distributions links
- Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions
- A Bayesian approach to term structure modeling using heavy-tailed distributions
- Bayesian estimation of a skew-Student-\(t\) stochastic volatility model
- Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach
- Bayesian modeling of financial returns: a relationship between volatility and trading volume
This page was built for software: Scythe
