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Bayesian estimation of stochastic tail index from high-frequency financial data
Springer Science and Business Media LLC, Vol. 61, No. 5, Kasım 2020, ISSN: 0377-7332
DOĞAN OSMAN, TAŞPINAR SÜLEYMAN, BERA ANİL K.
Osman Doğan Article Stochastic tail index models Stochastic volatility models Extreme values Extreme value theory Tail index Bayesian inference MCMC DIC High-frequency data
Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago*
Wiley, Vol. 83, No. 5, Mart 2021, ISSN: 0305-9049
TAŞPINAR SÜLEYMAN, DOĞAN OSMAN, CHAE JİYOUNG, BERA ANİL K.
Osman Doğan Article

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