Pages that link to "Item:Q3368337"
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The following pages link to MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model (Q3368337):
Displayed 10 items.
- Computational tools for comparing asymmetric GARCH models via Bayes factors (Q419441) (← links)
- On generalised asymmetric stochastic volatility models (Q429633) (← 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 new filtering inference procedure for a GED state-space volatility model (Q2156805) (← links)
- Bayesian analysis of heavy-tailed market microstructure model and its application in stock markets (Q2228675) (← links)
- On geometric ergodicity of skewed-SVCHARME models (Q2444396) (← links)
- Risk shocks with time-varying higher moments (Q2697079) (← links)
- Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions (Q5128581) (← links)
- Bayesian estimation for the threshold stochastic volatility model with generalized hyperbolic skew Student’s <i>t</i> distribution (Q6107596) (← links)