Pages that link to "Item:Q2634125"
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The following pages link to Bayesian nonparametric modelling of the return distribution with stochastic volatility (Q2634125):
Displaying 28 items.
- Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models (Q70784) (← links)
- Bayesian estimation of a skew-Student-\(t\) stochastic volatility model (Q496964) (← links)
- Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors (Q517389) (← links)
- Bayesian semiparametric stochastic volatility modeling (Q736526) (← links)
- State space mixed models for binary responses with scale mixture of normal distributions links (Q1621307) (← links)
- A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection (Q1659170) (← links)
- Discussion of ``Nonparametric Bayesian inference in applications'': Bayesian nonparametric methods in econometrics (Q1663604) (← links)
- Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility (Q1672741) (← links)
- A fast and efficient Markov chain Monte Carlo method for market microstructure model (Q2244387) (← 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)
- Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach (Q2330490) (← links)
- Semiparametric stochastic volatility modelling using penalized splines (Q2354745) (← links)
- A Bayesian semiparametric model for volatility with a leverage effect (Q2361227) (← links)
- Return and Value at Risk using the Dirichlet Process (Q3523651) (← links)
- Distribution-free posterior analysis of econometric models (Q4512130) (← links)
- Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models (Q4627135) (← links)
- Flexible weighted dirichlet process mixture modelling and evaluation to address the problem of forecasting return distribution (Q4988819) (← links)
- A new method for sequential learning of states and parameters for state-space models: the particle swarm learning optimization (Q5036844) (← links)
- Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility (Q5860935) (← links)
- Particle learning for Bayesian semi-parametric stochastic volatility model (Q5860957) (← links)
- Bayesian semiparametric multivariate stochastic volatility with application (Q5861010) (← links)
- Bayesian analysis of multivariate stochastic volatility with skew return distribution (Q5864448) (← links)
- Modeling long term return distribution and nonparametric market risk estimation (Q6108892) (← links)
- Student‐t stochastic volatility model with composite likelihood EM‐algorithm (Q6135337) (← links)
- Bayesian prediction of jumps in large panels of time series data (Q6202925) (← links)
- Bayesian semiparametric Markov switching stochastic volatility model (Q6574607) (← links)
- A Bayesian Quantile Time Series Model for Asset Returns (Q6620829) (← links)
