Pages that link to "Item:Q5427676"
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The following pages link to Bayesian inference for the mixed conditional heteroskedasticity model (Q5427676):
Displaying 8 items.
- A long memory model with normal mixture GARCH (Q656952) (← links)
- A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models (Q694940) (← links)
- Asymmetric multivariate normal mixture GARCH (Q961408) (← links)
- Bayesian estimation of the Gaussian mixture GARCH model (Q1019890) (← links)
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
- Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (Q2700547) (← links)
- A general Bayesian model for heteroskedastic data with fully conjugate full-conditional distributions (Q3389666) (← links)
- Convergence of Griddy Gibbs sampling and other perturbed Markov chains (Q5106859) (← links)