Pages that link to "Item:Q1012320"
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The following pages link to Bayesian estimation of ARMA-GARCH model of weekly foreign exchange rates (Q1012320):
Displaying 4 items.
- Extracting volatility signal using maximum a posteriori estimation (Q1619844) (← links)
- CPO plots for ARMA model selection (Q1762909) (← links)
- Bayesian analysis of ARMA-GARCH models: a Markov chain sampling approach (Q1971785) (← links)
- LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise (Q2116336) (← links)