Pages that link to "Item:Q2824380"
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The following pages link to MCMC methods for quantile regression of GARCH models (Q2824380):
Displaying 4 items.
- Constrained Hamiltonian Monte Carlo in BEKK GARCH with targeting (Q1695658) (← links)
- Monte Carlo posterior integration in GARCH models (Q2736876) (← links)
- Comparison of MCMC Methods for Estimating GARCH Models (Q3442923) (← links)
- Quantile Regression Estimator for GARCH Models (Q4911963) (← links)