nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
1 |
A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates
|
Tims, Ben |
|
2006 |
|
2-3 |
p. 409-424 |
artikel |
2 |
Asymmetric Multivariate Stochastic Volatility
|
Asai, Manabu |
|
2006 |
|
2-3 |
p. 453-473 |
artikel |
3 |
Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models
|
Liesenfeld, Roman |
|
2006 |
|
2-3 |
p. 335-360 |
artikel |
4 |
Continuous Time Wishart Process for Stochastic Risk
|
Gourieroux, C. |
|
2006 |
|
2-3 |
p. 177-217 |
artikel |
5 |
Factor Multivariate Stochastic Volatility via Wishart Processes
|
Philipov, Alexander |
|
2006 |
|
2-3 |
p. 311-334 |
artikel |
6 |
Factor Stochastic Volatility in Mean Models: A GMM Approach
|
Doz, Catherine |
|
2006 |
|
2-3 |
p. 275-309 |
artikel |
7 |
Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model
|
Smith, Michael |
|
2006 |
|
2-3 |
p. 425-451 |
artikel |
8 |
Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form
|
Bos, Charles S. |
|
2006 |
|
2-3 |
p. 219-244 |
artikel |
9 |
Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models
|
Jungbacker, Borus |
|
2006 |
|
2-3 |
p. 385-408 |
artikel |
10 |
Multivariate Stochastic Volatility: An Overview
|
Maasoumi, Esfandiar |
|
2006 |
|
2-3 |
p. 139-144 |
artikel |
11 |
Multivariate Stochastic Volatility: A Review
|
Asai, Manabu |
|
2006 |
|
2-3 |
p. 145-175 |
artikel |
12 |
Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison
|
Yu, Jun |
|
2006 |
|
2-3 |
p. 361-384 |
artikel |
13 |
Multivariate Stochastic Volatility Models with Correlated Errors
|
Chan, David |
|
2006 |
|
2-3 |
p. 245-274 |
artikel |