Pages that link to "Item:Q2442573"
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The following pages link to Bayesian semiparametric multivariate GARCH modeling (Q2442573):
Displaying 29 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)
- Bayesian semiparametric stochastic volatility modeling (Q736526) (← links)
- Financial risk management with Bayesian estimation of GARCH models. Theory and applica\-tions. (Q925194) (← links)
- A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models (Q1019488) (← links)
- Multivariate Wishart stochastic volatility and changes in regime (Q1622088) (← links)
- A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection (Q1659170) (← links)
- Dual-semiparametric regression using weighted Dirichlet process mixture (Q1662051) (← links)
- Discussion of ``Nonparametric Bayesian inference in applications'': Bayesian nonparametric methods in econometrics (Q1663604) (← links)
- Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo (Q2178935) (← links)
- A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation (Q2255951) (← links)
- Bayesian semiparametric double autoregressive modeling (Q2298423) (← links)
- A Bayesian semiparameteric analysis of ARCH models (Q2725678) (← links)
- Bayesian analysis of general asymmetric multivariate GARCH models and news impact curves (Q2832980) (← links)
- A quantile function approach to the distribution of financial returns following TGARCH models (Q3389299) (← links)
- A full-factor multivariate GARCH model (Q4458359) (← links)
- Distribution-free posterior analysis of econometric models (Q4512130) (← links)
- Bayesian tail‐risk forecasting using realized GARCH (Q4620201) (← links)
- Flexible weighted dirichlet process mixture modelling and evaluation to address the problem of forecasting return distribution (Q4988819) (← links)
- Bayesian inference of multivariate rotated GARCH models with skew returns (Q5082768) (← links)
- Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions (Q5128581) (← links)
- Volatility prediction based on scheduled macroeconomic announcements (Q5256378) (← links)
- Particle learning for Bayesian semi-parametric stochastic volatility model (Q5860957) (← links)
- Bayesian semiparametric multivariate stochastic volatility with application (Q5861010) (← links)
- Bayesian semiparametric modeling of realized covariance matrices (Q5964748) (← links)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)
- Bayesian inference of multivariate-GARCH-BEKK models (Q6089306) (← links)
- Bayesian semiparametric Markov switching stochastic volatility model (Q6574607) (← links)
- Autoregressive Moving Average Infinite Hidden Markov-Switching Models (Q6616605) (← links)
