Pages that link to "Item:Q3442923"
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The following pages link to Comparison of MCMC Methods for Estimating GARCH Models (Q3442923):
Displaying 12 items.
- Computational tools for comparing asymmetric GARCH models via Bayes factors (Q419441) (← links)
- Comparison of MCMC methods for estimating stochastic volatility models (Q816059) (← links)
- A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models (Q849878) (← links)
- Bayesian analysis of stochastic volatility models with mixture-of-normal distributions (Q1025340) (← links)
- Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting (Q1695658) (← links)
- Estimation of C-MGARCH models based on the MBP method (Q1950684) (← links)
- Monte Carlo posterior integration in GARCH models (Q2736876) (← links)
- MCMC methods for quantile regression of GARCH models (Q2824380) (← links)
- MCMC Bayesian Estimation in FIEGARCH Models (Q2828706) (← links)
- (Q3418532) (← links)
- BAYESIAN ESTIMATION OF GARCH(p, q) MODEL (Q5229457) (← links)
- Likelihood-Based Estimation of Latent Generalized ARCH Structures (Q5475052) (← links)