Pages that link to "Item:Q4620201"
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The following pages link to Bayesian tail‐risk forecasting using realized GARCH (Q4620201):
Displaying 12 items.
- Financial risk management with Bayesian estimation of GARCH models. Theory and applica\-tions. (Q925194) (← links)
- Bayesian analysis of tail asymmetry based on a threshold extreme value model (Q1621333) (← links)
- Bayesian value-at-risk and expected shortfall forecasting via the asymmetric Laplace distribution (Q1927130) (← links)
- Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution (Q2062348) (← links)
- Forecasting price of financial market crash via a new nonlinear potential GARCH model (Q2068471) (← links)
- Modeling returns volatility: realized GARCH incorporating realized risk measure (Q2150399) (← links)
- Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis (Q4687293) (← links)
- Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution (Q5234329) (← links)
- A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures (Q6158402) (← links)
- Stochastic variational inference for GARCH models (Q6190666) (← links)
- Bayesian modeling and forecasting of value-at-risk via threshold realized volatility (Q6574592) (← links)
- Multiple measures realized GARCH models (Q6614836) (← links)
