Pages that link to "Item:Q4219769"
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The following pages link to Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (Q4219769):
Displaying 5 items.
- Simulation smoothing for state-space models: a computational efficiency analysis (Q452558) (← links)
- Bayesian inference for the correlation coefficient in two seemingly unrelated regressions (Q693258) (← links)
- A multivariate threshold stochastic volatility model (Q960327) (← links)
- Quasi‐Bayesian Estimation of Time‐Varying Volatility in DSGE Models (Q3120664) (← links)
- A threshold stochastic volatility model with explanatory variables (Q6187969) (← links)
