Pages that link to "Item:Q1023620"

The following pages link to Block sampler and posterior mode estimation for asymmetric stochastic volatility models (Q1023620):

Displaying 35 items.

• Stochastic volatility models with leverage and heavy-tailed distributions: a Bayesian approach using scale mixtures (Q452702) (← links)
• The HESSIAN method: highly efficient simulation smoothing, in a nutshell (Q527930) (← links)
• Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach (Q629128) (← links)
• Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) (← links)
• Implied volatility in oil markets (Q961396) (← links)
• Leverage, heavy-tails and correlated jumps in stochastic volatility models (Q961427) (← links)
• Estimating stochastic volatility models using daily returns and realized volatility simultaneously (Q961439) (← links)
• Editorial: Special issue on statistical and computational methods in finance (Q1023614) (← links)
• Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH (Q1023615) (← links)
• Realized stochastic volatility with leverage and long memory (Q1623559) (← links)
• Stochastic tail index model for high frequency financial data with Bayesian analysis (Q1644258) (← links)
• Fast smoothing in switching approximations of non-linear and non-Gaussian models (Q1658350) (← links)
• Matrix exponential stochastic volatility with cross leverage (Q1659124) (← links)
• Dynamic equicorrelation stochastic volatility (Q1659169) (← links)
• Generalized extreme value distribution with time-dependence using the AR and MA models in state space form (Q1927108) (← links)
• Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors (Q1927147) (← links)
• Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution (Q1927148) (← links)
• A fast and efficient Markov chain Monte Carlo method for market microstructure model (Q2244387) (← links)
• Threshold variable selection of asymmetric stochastic volatility models (Q2259328) (← links)
• Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-based methods (Q2354744) (← links)
• News impact curve for stochastic volatility models (Q2440158) (← links)
• Efficient parallelisation of Metropolis-Hastings algorithms using a prefetching approach (Q2445737) (← links)
• Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions (Q2445744) (← links)
• Multivariate Stochastic Volatility Model with Cross Leverage (Q3298481) (← links)
• (Q5011474) (← links)
• (Q5011566) (← links)
• A new method for sequential learning of states and parameters for state-space models: the particle swarm learning optimization (Q5036844) (← links)
• Skew selection for factor stochastic volatility models (Q5037043) (← links)
• Bayesian modeling of dynamic extreme values: extension of generalized extreme value distributions with latent stochastic processes (Q5138617) (← links)
• Bayesian modeling of financial returns: A relationship between volatility and trading volume (Q5391301) (← links)
• Efficient Semiparametric Bayesian Estimation of Multivariate Discrete Proportional Hazards Model with Random Effects (Q5495082) (← links)
• Bayesian analysis of moving average stochastic volatility models: modeling in-mean effects and leverage for financial time series (Q5861000) (← links)
• Bayesian analysis of multivariate stochastic volatility with skew return distribution (Q5864448) (← links)
• (Q5879918) (← links)
• A threshold stochastic volatility model with explanatory variables (Q6187969) (← links)