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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Particle rolling mcmc with double-block sampling
Awaya, Naoki
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Omori, Yasuhiro
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2021
Persistent link: https://www.econbiz.de/10013339020
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Modeling intraday stochastic volatility and conditional duration contemporaneously with regime shifts
Trojan, Sebastian
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2014
Persistent link: https://www.econbiz.de/10010437483
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3
Multivariate stochastic volatility with dynamic cross leverage
Trojan, Sebastian
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2014
Persistent link: https://www.econbiz.de/10010437486
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