Author of the publication

Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures.

, , and . Comput. Stat. Data Anal., 55 (1): 852-862 (2011)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

An Innovative Financial Time Series Model: The Geometric Process Model., , and . TES, volume 251 of Advances in Intelligent Systems and Computing, page 81-99. Springer, (2014)Graph Convolution Recurrent Denoising Diffusion Model for Multivariate Probabilistic Temporal Forecasting., , , , and . ADMA (1), volume 14176 of Lecture Notes in Computer Science, page 661-676. Springer, (2023)The Skew-t Option Pricing Model., , and . ECONVN, volume 760 of Studies in Computational Intelligence, page 309-326. Springer, (2018)A New Inverse Extended Weibull Distribution for Modelling Insurance Loss Data., , and . Int. J. Uncertain. Fuzziness Knowl. Based Syst., 31 (Supplement-2): 307-322 (December 2023)Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures., , and . Comput. Stat. Data Anal., 55 (1): 852-862 (2011)Tensor-Train Parameterization for Ultra Dimensionality Reduction., , , and . ICBK, page 17-24. IEEE, (2019)The a Priori Procedure for Estimating the Cohen's Effect Size Under Independent Skew Normal Settings., , , , , , and . IUKM (1), volume 14375 of Lecture Notes in Computer Science, page 111-122. Springer, (2023)Coupling matrix manifolds assisted optimization for optimal transport problems., , , , and . Mach. Learn., 110 (3): 533-558 (2021)Statistical Analysis of Political Cycles in Australian Stock Market Returns., and . TES, volume 251 of Advances in Intelligent Systems and Computing, page 307-328. Springer, (2014)Neural Ordinary Differential Equation Model for Evolutionary Subspace Clustering and Its Applications., , , and . CoRR, (2021)