Pages that link to "Item:Q5485109"
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The following pages link to Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison (Q5485109):
Displayed 14 items.
- Efficient Bayesian inference for stochastic time-varying copula models (Q434914) (← links)
- The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450) (← links)
- Bayesian analysis of structural credit risk models with microstructure noises (Q609830) (← links)
- A multivariate threshold stochastic volatility model (Q960327) (← links)
- On asymmetric generalised t stochastic volatility models (Q1761658) (← links)
- Tails of correlation mixtures of elliptical copulas (Q2276214) (← links)
- Multivariate stochastic volatility with Bayesian dynamic linear models (Q2474386) (← links)
- Multi-variate stochastic volatility modelling using Wishart autoregressive processes (Q2930900) (← links)
- A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models (Q3087583) (← links)
- Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
- Bayesian estimation and comparison of MGARCH and MSV models via WinBUGS (Q4913924) (← links)
- Multivariate Stochastic Volatility: A Review (Q5485102) (← links)
- Multivariate Stochastic Volatility Models with Correlated Errors (Q5485105) (← links)
- Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models (Q5485110) (← links)