Pages that link to "Item:Q1971785"
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The following pages link to Bayesian analysis of ARMA-GARCH models: a Markov chain sampling approach (Q1971785):
Displaying 25 items.
- Computational tools for comparing asymmetric GARCH models via Bayes factors (Q419441) (← links)
- Priors for Bayesian adaptive spline smoothing (Q421435) (← links)
- Estimation and properties of a time-varying GQARCH(1,1)-M model (Q642451) (← links)
- A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models (Q849878) (← links)
- Factor estimation using MCMC-based Kalman filter methods (Q961117) (← links)
- Bayesian testing for non-linearity in volatility modeling (Q1010548) (← links)
- Bayesian estimation of ARMA-GARCH model of weekly foreign exchange rates (Q1012320) (← links)
- Bayesian estimation of the Gaussian mixture GARCH model (Q1019890) (← links)
- Bayesian analysis of stochastic volatility models with mixture-of-normal distributions (Q1025340) (← links)
- Bayesian estimation of generalized hyperbolic skewed student GARCH models (Q1927090) (← links)
- Bayesian semiparametric double autoregressive modeling (Q2298423) (← links)
- Modeling financial time series based on a market microstructure model with leverage effect (Q2314707) (← links)
- Moving average stochastic volatility models with application to inflation forecast (Q2442456) (← links)
- Forecasting electricity demand in Japan: a Bayesian spatial autoregressive ARMA approach (Q2445727) (← links)
- An empirical evaluation of fat-tailed distributions in modeling financial time series (Q2479445) (← links)
- Bayesian subset selection for threshold autoregressive moving-average models (Q2513329) (← links)
- (Q2984815) (← links)
- A NOTE ON DEMAND AND SUPPLY FACTORS IN MANUFACTURING OUTPUT ASYMMETRIES (Q3395277) (← links)
- Comparison of MCMC Methods for Estimating GARCH Models (Q3442923) (← links)
- Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441) (← links)
- An Interest-rate Model Analysis Based on Data Augmentation Bayesian Forecasting (Q3592650) (← links)
- BAYESIAN ESTIMATION OF GARCH(p, q) MODEL (Q5229457) (← links)
- Neural Network Models for Conditional Distribution Under Bayesian Analysis (Q5446247) (← links)
- Bayesian analysis of switching ARCH models (Q5467629) (← links)
- Stochastic variational inference for GARCH models (Q6190666) (← links)
