Pages that link to "Item:Q5485105"
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The following pages link to Multivariate Stochastic Volatility Models with Correlated Errors (Q5485105):
Displayed 6 items.
- A multivariate threshold stochastic volatility model (Q960327) (← links)
- Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors (Q1927147) (← links)
- Multivariate stochastic volatility, leverage and news impact surfaces (Q3161679) (← links)
- Multivariate Stochastic Volatility: A Review (Q5485102) (← links)
- Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison (Q5485109) (← links)
- Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model (Q5485114) (← links)