Pages that link to "Item:Q5128581"
From MaRDI portal
The following pages link to Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions (Q5128581):
Displaying 13 items.
- Computational tools for comparing asymmetric GARCH models via Bayes factors (Q419441) (← links)
- A Bayesian approach to relaxing parameter restrictions in multivariate GARCH models (Q1019488) (← links)
- Bayesian estimation of generalized hyperbolic skewed student GARCH models (Q1927090) (← links)
- Bayesian semiparametric multivariate GARCH modeling (Q2442573) (← links)
- Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis (Q2445735) (← links)
- Bayesian analysis of general asymmetric multivariate GARCH models and news impact curves (Q2832980) (← links)
- Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441) (← links)
- Corrigendum to Bayesian modelling of nonlinear negative binomial integer-valued GARCHX models (Q5006016) (← links)
- Bayesian inference of multivariate rotated GARCH models with skew returns (Q5082768) (← links)
- Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations (Q5245468) (← links)
- Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models (Q5433621) (← links)
- Bayesian inference of multivariate-GARCH-BEKK models (Q6089306) (← links)
- Bayesian vector heterogeneous autoregressive modelling (Q6586534) (← links)
