✦ LIBER ✦

Stochastic volatility and stochastic leverage

✍ Scribed by Almut E. D. Veraart; Luitgard A. M. Veraart

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Multivariate stochastic volatility, leve

✍ Manabu Asai; Michael McAleer 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 325 KB

Particle Filtering of Stochastic Volatil

✍ Djuric, P.M.; Khan, M.; Johnston, D.E. 📂 Article 📅 2012 🏛 Institute of Electrical and Electronics Engineers 🌐 English ⚖ 979 KB

Testing for a unit root in the presence

✍ Yong Li; Terence Tai-Leung Chong; Jie Zhang 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 173 KB

Stochastic volatility model with leverag

✍ Jouchi Nakajima; Yasuhiro Omori 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 836 KB

Efficient Bayesian estimation of a multi

✍ Tsunehiro Ishihara; Yasuhiro Omori 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 463 KB

BAYESIAN ANALYSIS OF GENERALIZED AUTOREG

✍ JOUCHI NAKAJIMA 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 625 KB