Pages that link to "Item:Q3088162"
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The following pages link to Forecasting time-varying covariance with a robust Bayesian threshold model (Q3088162):
Displaying 4 items.
- Bayesian analysis of multivariate threshold autoregressive models with missing data (Q131173) (← links)
- Modeling covariance breakdowns in multivariate GARCH (Q2630346) (← links)
- Forecasting with Multivariate Threshold Autoregressive Models (Q5029417) (← links)
- Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model (Q5392690) (← links)