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Diffusion approximation for efficiency-driven queues when customers are patient
He, Shuangchi - In: Operations research 68 (2020) 4, pp. 1265-1284
Persistent link: https://www.econbiz.de/10012288441
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An efficient sequential learning algorithm in regime-switching environments
Kim, Jaeho; Lee, Sunhyung - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 23 (2019) 3, pp. 1-14
Persistent link: https://www.econbiz.de/10012054894
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Quantile stochastic frontier models with endogeneity
Tsionas, Efthymios G.; Assaf, A. Georges; … - In: Economics letters 188 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012227857
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Multivariate Stochastic Volatility Models with Correlated Errors
Chan, David X. - 2008
matrix to be identically zero. The model is estimated using a Markov chain simulation method that samples from the posterior …
Persistent link: https://www.econbiz.de/10012727256
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Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua; Doucet, Arnaud; León-González, Roberto; … - 2018
Persistent link: https://www.econbiz.de/10012203994
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Stationary covariance regime for affine stochastic covariance models in Hilbert spaces
Friesen, Martin; Karbach, Sven - In: Finance and stochastics 28 (2024) 4, pp. 1077-1116
Persistent link: https://www.econbiz.de/10015130554
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Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua; Doucet, Arnaud; León-González, Roberto; … - 2020 - This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
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Simple estimators and inference for higher-order stochastic volatility models
Ahsan, Nazmul; Dufour, Jean-Marie - In: Journal of econometrics 224 (2021) 1, pp. 181-197
Persistent link: https://www.econbiz.de/10013275370
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Comment on "Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors"
Bognanni, Mark - In: Journal of econometrics 227 (2022) 2, pp. 498-505
Persistent link: https://www.econbiz.de/10013442175
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Parameter estimation methods of required rate of return on stock
Gankhuu, Battulga - In: International journal of theoretical and applied … 26 (2023) 8, pp. 1-37
Persistent link: https://www.econbiz.de/10014500270