Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Mixing distribution"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Markov chain Monte Carlo
1
Mixing distribution
1
State space model
1
Stochastic volatility
1
Stock returns
1
generalized hyperbolic skew Student's t-distribution
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
English
1
Author
All
Nakajima, Jouchi
1
Omori, Yasuhiro
1
Institution
All
Institute of Economic Research, Hitotsubashi University
1
Published in...
All
Global COE Hi-Stat Discussion Paper Series
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-tailed Error Using GH Skew Student's t-distribution
Nakajima, Jouchi
;
Omori, Yasuhiro
-
Institute of Economic Research, Hitotsubashi University
-
2010
distribution with an inverse gamma distribution as a
mixing
distribution
. The proposed method is illustrated using simulated data …
Persistent link: https://www.econbiz.de/10008629476
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
