Pages that link to "Item:Q1623521"
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The following pages link to Bayesian estimation of smoothly mixing time-varying parameter GARCH models (Q1623521):
Displaying 12 items.
- Bayesian non-parametric mixtures of GARCH(1,1) models (Q454766) (← links)
- Simultaneous parameter estimation and state smoothing of complex GARCH process in the presence of additive noise (Q994210) (← links)
- Estimation and inference for exponential smooth transition nonlinear volatility models (Q1044066) (← links)
- Bayesian estimation of smooth transition GARCH model using Gibbs sampling (Q1418604) (← links)
- Generalized Poisson autoregressive models for time series of counts (Q1659180) (← links)
- Bayesian forecasting of value-at-risk based on variant smooth transition heteroskedastic models (Q1748665) (← links)
- Bayesian inference of smooth transition autoregressive (STAR)\((k)\)-GARCH\((l, m)\) models (Q2029214) (← links)
- Detection of structural breaks in a time-varying heteroskedastic regression model (Q2276169) (← links)
- (Q2984815) (← links)
- Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441) (← links)
- Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions (Q5128581) (← links)
- Bayesian modeling and forecasting of value-at-risk via threshold realized volatility (Q6574592) (← links)
