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Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.; Stentoft, Lars - In: International journal of forecasting 31 (2015) 3, pp. 635-650
Persistent link: https://www.econbiz.de/10011474435
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Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.; Stentoft, Lars - 2009
Persistent link: https://www.econbiz.de/10003850942
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Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.; Stentoft, Lars - 2010
Persistent link: https://www.econbiz.de/10008651682
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Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.; Stentoft, Lars - 2010
Persistent link: https://www.econbiz.de/10008907500
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Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003296223
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Multivariate mixed normal conditional heteroskedasticity
Bauwens, Luc (contributor); Hafner, Christian M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003297179
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Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003311396
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Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003396145
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Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc; Rombouts, Jeroen V. K. - In: The econometrics journal 10 (2007) 2, pp. 408-425
Persistent link: https://www.econbiz.de/10003560012
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Multivariate mixed normal conditional heteroskedasticity
Bauwens, Luc (contributor); Hafner, Christian M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003326703