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Publications by Arthur T. Rego

Non-Gaussian Stochastic Volatility Model With Jumps via Gibbs Sampler

Statistics and its Interface

Applied Mathematics

English

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Bayesian Estimation of Non-Gaussian Stochastic Volatility Models

Journal of Mathematical Finance

English

VaR Computation of Non-Gaussian Stochastic Model

Journal of Advanced Management Science

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Stochastic Two-Species Mutualism Model With Jumps

Modern Stochastics: Theory and Applications

English

Sequential Bayesian Learning for Stochastic Volatility With Variance-Gamma Jumps in Returns

Applied Stochastic Models in Business and Industry

Management Science

Operations Research

English

Variable Dimension via Stochastic Volatility Model Using FX Rates

Journal of Applied Statistics

English

The Generalized Gibbs Sampler and the Neighborhood Sampler

English

Stochastic Permanence of Solution to Stochastic Non-Autonomous Logistic Equation With Jumps

Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics and Mathematics

English

Block Sampler and Posterior Mode Estimation for Asymmetric Stochastic Volatility Models

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

A Stochastic Volatility Model With Conditional Skewness

Journal of Business and Economic Statistics

Social Sciences

English