Pages that link to "Item:Q3439757"
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The following pages link to Bayesian analysis of mixture of autoregressive components with an application to financial market volatility (Q3439757):
Displaying 4 items.
- On first and second order stationarity of random coefficient models (Q616276) (← links)
- Bayesian analysis of mixture autoregressive models covering the complete parameter space (Q2155024) (← links)
- On a constrained mixture vector autoregressive model (Q2227405) (← links)
- The speed of adjustment of financial ratios: A hierarchical Bayesian approach using mixtures (Q3552619) (← links)