Pages that link to "Item:Q454766"
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The following pages link to Bayesian non-parametric mixtures of GARCH(1,1) models (Q454766):
Displaying 8 items.
- Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models (Q1023483) (← links)
- Bayesian estimation of smoothly mixing time-varying parameter GARCH models (Q1623521) (← links)
- Discussion of ``Nonparametric Bayesian inference in applications'': Bayesian nonparametric methods in econometrics (Q1663604) (← links)
- A conjugate class of random probability measures based on tilting and with its posterior analysis (Q2435254) (← links)
- Stochastic change-point ARX-GARCH models and their applications to econometric time series (Q2864544) (← links)
- (Q2984815) (← links)
- Skew-Normal Mixture and Markov-Switching GARCH Processes (Q3064340) (← links)
- (Q4687083) (← links)