Pages that link to "Item:Q2255951"
From MaRDI portal
The following pages link to A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation (Q2255951):
Displaying 15 items.
- Optimum attributes component test plans for \(k\)-out-of-\(n:F\) Weibull systems using prior information (Q300038) (← links)
- A linearized value-at-risk model with transaction costs and short selling (Q320109) (← links)
- Financial risk management with Bayesian estimation of GARCH models. Theory and applica\-tions. (Q925194) (← links)
- Bayesian statistical computations of nonlinear financial time series models: A survey with illustrations (Q1000516) (← links)
- Bayesian estimation of the Gaussian mixture GARCH model (Q1019890) (← links)
- A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection (Q1659170) (← links)
- Nonlinear manifold learning for early warnings in financial markets (Q1751692) (← links)
- Bayesian semiparametric double autoregressive modeling (Q2298423) (← links)
- Bayesian semiparametric multivariate GARCH modeling (Q2442573) (← links)
- A Bayesian semiparameteric analysis of ARCH models (Q2725678) (← links)
- A multivariate extension of a vector of two-parameter Poisson–Dirichlet processes (Q5256279) (← links)
- Particle learning for Bayesian semi-parametric stochastic volatility model (Q5860957) (← links)
- Bayesian semiparametric multivariate stochastic volatility with application (Q5861010) (← links)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)
- Bayesian semiparametric Markov switching stochastic volatility model (Q6574607) (← links)
