Pages that link to "Item:Q2725678"
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The following pages link to A Bayesian semiparameteric analysis of ARCH models (Q2725678):
Displaying 8 items.
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Bayesian semiparametric stochastic volatility modeling (Q736526) (← links)
- The semiparametric asymmetric stochastic volatility model with time-varying parameters: the case of US inflation (Q1673428) (← links)
- Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland (Q1886291) (← links)
- A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation (Q2255951) (← links)
- Bayesian semiparametric double autoregressive modeling (Q2298423) (← links)
- ON A FAMILY OF CONTRASTS FOR PARAMETRIC INFERENCE IN DEGENERATE ARCH MODELS (Q2936833) (← links)
- Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1 (Q5393899) (← links)