The following pages link to Davide Raggi (Q959260):
Displayed 4 items.
- Comparing stochastic volatility models through Monte Carlo simulations (Q959262) (← links)
- Long memory and nonlinearities in realized volatility: a Markov switching approach (Q1927150) (← links)
- MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model (Q3368337) (← links)
- Adaptive MCMC methods for inference on affine stochastic volatility models with jumps (Q5703228) (← links)