Bayesian Estimation of Non-Gaussian Stochastic Volatility Models

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

Citations

"Bayesian Estimation of Non-Gaussian Stochastic Volatility Models"
written by Asma Graja Elabed, Afif Masmoudi,
published by Journal of Mathematical Finance, Vol.4 No.2, 2014

has been cited by the following article(s):

[1]	Monte-Carlo Simulation Based Value-at-Risk for Non-Gaussian Seasonal Stochastic Volatility Model
	2024

[2]	New parametrization of stochastic volatility models
	2021

[3]	Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models
	Applied Stochastic Models in Business and Industry, 2018

[4]	A threshold stochastic volatility model with explanatory variables
	Statistica Neerlandica, 2018

[5]	Estimación Bayesiana De Modelos De Volatilidad Estocástica (Bayesian Estimation of Stochastic Volatility Models)
	ODEON, 2015

[6]	带解释变量的门限随机波动模型的贝叶斯估计
	2015

[7]	Estimación bayesiana de modelos de volatilidad estocástica
	ODEON, 2014

[1]	Application of Copula in S&P 500 Index Option Pricing with non-Gaussian Stochastic Volatility Models 2025 7th International Symposium on Computational and Business Intelligence (ISCBI), 2025 DOI:10.1109/ISCBI64586.2025.11015399

[2]	New parametrization of stochastic volatility models Communications in Statistics - Theory and Methods, 2022 DOI:10.1080/03610926.2021.1934031

[3]	Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models Applied Stochastic Models in Business and Industry, 2018 DOI:10.1002/asmb.2305

[4]	A threshold stochastic volatility model with explanatory variables Statistica Neerlandica, 2018 DOI:10.1111/stan.12143

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