Pages that link to "Item:Q1019890"
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The following pages link to Bayesian estimation of the Gaussian mixture GARCH model (Q1019890):
Displaying 44 items.
- Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence (Q334843) (← links)
- Bayesian non-parametric mixtures of GARCH(1,1) models (Q454766) (← links)
- Stable mixture GARCH models (Q528154) (← links)
- NM-QELE for ARMA-GARCH models with non-Gaussian innovations (Q534428) (← links)
- Financial risk management with Bayesian estimation of GARCH models. Theory and applica\-tions. (Q925194) (← links)
- Asymmetric multivariate normal mixture GARCH (Q961408) (← links)
- Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models (Q1023483) (← links)
- Mixture periodic autoregressive conditional heteroskedastic models (Q1023922) (← links)
- Bayesian estimation of smoothly mixing time-varying parameter GARCH models (Q1623521) (← links)
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
- A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection (Q1659170) (← links)
- Importance sampling from posterior distributions using copula-like approximations (Q1740341) (← links)
- Bayesian estimation of generalized hyperbolic skewed student GARCH models (Q1927090) (← links)
- A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood (Q1927121) (← links)
- Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models (Q2029214) (← links)
- On MCMC sampling in self-exciting integer-valued threshold time series models (Q2076110) (← links)
- Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
- Setting the margins of hang seng index futures on different positions using an APARCH-GPD model based on extreme value theory (Q2137703) (← links)
- Partially censored posterior for robust and efficient risk evaluation (Q2190228) (← links)
- Fast clustering of GARCH processes via Gaussian mixture models (Q2227446) (← links)
- Bayesian analysis of heavy-tailed market microstructure model and its application in stock markets (Q2228675) (← links)
- A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation (Q2255951) (← links)
- Time-varying joint distribution through copulas (Q2445695) (← links)
- Estimation of flexible fuzzy GARCH models for conditional density estimation (Q2629962) (← links)
- Monte Carlo posterior integration in GARCH models (Q2736876) (← links)
- Inference for Box-Cox transformed threshold GARCH models with nuisance parameters (Q2914954) (← links)
- (Q2984815) (← links)
- The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection (Q3063006) (← links)
- A quantile function approach to the distribution of financial returns following TGARCH models (Q3389299) (← links)
- Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441) (← links)
- Misspecification and Domain Issues in Fitting Garch(1, 1) Models: A Monte Carlo Investigation (Q3616249) (← links)
- Bayesian tail‐risk forecasting using realized GARCH (Q4620201) (← links)
- (Q4687083) (← links)
- Value-at-risk forecasting based on Gaussian mixture ARMA–GARCH model (Q4914961) (← links)
- Bayesian inference of multivariate rotated GARCH models with skew returns (Q5082768) (← links)
- On mixture periodic Integer-Valued <i>ARCH</i> models (Q5086368) (← links)
- Convergence of Griddy Gibbs sampling and other perturbed Markov chains (Q5106859) (← links)
- Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions (Q5128581) (← links)
- A new algorithm for maximum likelihood estimation in normal scale-mixture generalized autoregressive conditional heteroskedastic models (Q5220713) (← links)
- Bayesian inference for the mixed conditional heteroskedasticity model (Q5427676) (← links)
- Mixture distribution‐based forecasting using stochastic volatility models (Q5430323) (← links)
- Bayesian, MLE, and GMM Estimation of a Spot Rate Model (Q5712000) (← links)
- Bayesian inference for a mixture double autoregressive model (Q6068059) (← links)
- Bayesian inference of multivariate-GARCH-BEKK models (Q6089306) (← links)
