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[Bayesian Analysis of Stochastic Volatility Models]: Comment

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inferred← citeshttps://doi.org/10.2139/ssrn.128888openalex-extracted

Liquidity in the Futures Pits: Inferring Market Dynamics with Incomplete Data

inferred← citeshttps://doi.org/10.1016/0304-4076(94)01679-8openalex-snapshot

Asymptotic filtering theory for multivariate ARCH models

inferred← citeshttps://doi.org/10.1016/s0165-1765(97)00048-7openalex-snapshot

Finite sample properties of the ARCH class of models with stochastic volatility

inferred← citeshttps://doi.org/10.1017/s0022109000003082openalex-snapshot

Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete Data

inferred← citeshttps://doi.org/10.1080/17446540500447645openalex-snapshot

A study of value-at-risk on portfolio in stock return using DCC multivariate GARCH

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