Pages that link to "Item:Q1418604"
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The following pages link to Bayesian estimation of smooth transition GARCH model using Gibbs sampling (Q1418604):
Displaying 6 items.
- Estimation and inference for exponential smooth transition nonlinear volatility models (Q1044066) (← links)
- Bayesian estimation of smoothly mixing time-varying parameter GARCH models (Q1623521) (← links)
- Smooth transition quantile capital asset pricing models with heteroscedasticity (Q1930398) (← links)
- Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models (Q2029214) (← links)
- (Q2984815) (← links)
- (Q3368225) (← links)