Pages that link to "Item:Q3089153"
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The following pages link to Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search (Q3089153):
Displaying 11 items.
- Sparse Bayesian time-varying covariance estimation in many dimensions (Q117775) (← links)
- Bayesian stochastic search for VAR model restrictions (Q290981) (← links)
- A tractable state-space model for symmetric positive-definite matrices (Q899053) (← links)
- Hellinger distance and non-informative priors (Q899064) (← links)
- Matrix exponential stochastic volatility with cross leverage (Q1659124) (← links)
- Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers (Q2116339) (← links)
- Threshold variable selection of asymmetric stochastic volatility models (Q2259328) (← links)
- Bayesian variable selection and model averaging in the arbitrage pricing theory model (Q2445778) (← links)
- A Stochastic Simulation Approach to Model Selection for Stochastic Volatility Models (Q3087583) (← links)
- Skew selection for factor stochastic volatility models (Q5037043) (← links)
- A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets (Q6623167) (← links)
