Home > Research > Browse

Research

Results for Stochastic volatility

Publications & Outputs

  1. Augmentation schemes for particle MCMC

    Fearnhead, P. & Meligkotsidou, L., 11/2016, In: Statistics and Computing. 26, 6, p. 1293-1306 14 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  2. Modeling changes in U.S. monetary policy

    Nguyen, A., Pavlidis, E. & Peel, D. A., 09/2016, Lancaster: Lancaster University, Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  3. Volatility model selection for extremes of financial time series

    Liu, Y. & Tawn, J. A., 03/2013, In: Journal of Statistical Planning and Inference. 143, 3, p. 520-530 11 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review