Pages that link to "Item:Q4922646"
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The following pages link to An empirical Bayesian forecast in the threshold stochastic volatility models (Q4922646):
Displaying 3 items.
- Maximizing equity market sector predictability in a Bayesian time-varying parameter model (Q1023643) (← links)
- A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction (Q1043346) (← links)
- Forecasting time-varying covariance with a robust Bayesian threshold model (Q3088162) (← links)
