Pages that link to "Item:Q1019488"
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The following pages link to A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models (Q1019488):
Displaying 8 items.
- Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346) (← links)
- Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model (Q1037795) (← links)
- Bayesian estimation of smoothly mixing time-varying parameter GARCH models (Q1623521) (← links)
- Bayesian semiparametric multivariate GARCH modeling (Q2442573) (← links)
- On the parametrization of multivariate GARCH models (Q2886953) (← links)
- Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions (Q5128581) (← links)
- Bayesian inference of multivariate-GARCH-BEKK models (Q6089306) (← links)
- Semiparametric GARCH via Bayesian Model Averaging (Q6617768) (← links)