Pages that link to "Item:Q1927148"

The following pages link to Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution (Q1927148):

Displayed 26 items.

• Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models (Q70784) ‎ (← links)
• Bayesian estimation of a skew-Student-\(t\) stochastic volatility model (Q496964) ‎ (← links)
• Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles (Q736574) ‎ (← links)
• A dynamic linear model with extended skew-normal for the initial distribution of the state parameter (Q1623448) ‎ (← links)
• Bayesian estimation of generalized hyperbolic skewed student GARCH models (Q1927090) ‎ (← links)
• Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors (Q1927147) ‎ (← links)
• A new filtering inference procedure for a GED state-space volatility model (Q2156805) ‎ (← links)
• Dynamic tail inference with log-Laplace volatility (Q2191426) ‎ (← links)
• Semiparametric stochastic volatility modelling using penalized splines (Q2354745) ‎ (← links)
• News impact curve for stochastic volatility models (Q2440158) ‎ (← links)
• Moving average stochastic volatility models with application to inflation forecast (Q2442456) ‎ (← links)
• Particle Gibbs with ancestor sampling for stochastic volatility models with: heavy tails, in mean effects, leverage, serial dependence and structural breaks (Q2687889) ‎ (← links)
• On normal-Laplace stochastic volatility model (Q2694031) ‎ (← links)
• Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models (Q4627135) ‎ (← 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)
• Box–Cox realized asymmetric stochastic volatility models with generalized Student's<i>t</i>-error distributions (Q5138133) ‎ (← links)
• Bayesian analysis of moving average stochastic volatility models: modeling in-mean effects and leverage for financial time series (Q5861000) ‎ (← links)
• Data cloning estimation for asymmetric stochastic volatility models (Q5861027) ‎ (← links)
• Bayesian analysis of multivariate stochastic volatility with skew return distribution (Q5864448) ‎ (← links)
• Bayesian estimation for stochastic volatility model with jumps, leverage effect and generalized hyperbolic skew Student's t-distribution (Q6074097) ‎ (← links)
• Vector autoregression models with skewness and heavy tails (Q6106642) ‎ (← links)
• Bayesian estimation for the threshold stochastic volatility model with generalized hyperbolic skew Student’s <i>t</i> distribution (Q6107596) ‎ (← links)
• A threshold stochastic volatility model with explanatory variables (Q6187969) ‎ (← links)
• Controlling the flexibility of non-Gaussian processes through shrinkage priors (Q6203348) ‎ (← links)