Pages that link to "Item:Q2736876"
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The following pages link to Monte Carlo posterior integration in GARCH models (Q2736876):
Displaying 8 items.
- Bayesian portfolio selection with multi-variate random variance models (Q819095) (← links)
- A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models (Q849878) (← links)
- Bayesian statistical computations of nonlinear financial time series models: a survey with illustrations (Q1012207) (← links)
- Bayesian estimation of the Gaussian mixture GARCH model (Q1019890) (← links)
- Monte Carlo inference in econometric models with symmetric stable disturbances (Q1305675) (← links)
- Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting (Q1695658) (← links)
- Bayesian analysis of ARMA-GARCH models: a Markov chain sampling approach (Q1971785) (← links)
- MCMC Bayesian Estimation in FIEGARCH Models (Q2828706) (← links)