Pages that link to "Item:Q5433621"
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The following pages link to Modelling volatility asymmetries: a Bayesian analysis of a class of tree structured multivariate GARCH models (Q5433621):
Displaying 7 items.
- Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models (Q1023483) (← links)
- Bayesian semiparametric multivariate GARCH modeling (Q2442573) (← links)
- Tree-structured generalized autoregressive conditional heteroscedastic models (Q2773205) (← links)
- A quantile function approach to the distribution of financial returns following TGARCH models (Q3389299) (← links)
- Evidence for hedge fund predictability from a multivariate Student's<i>t</i>full-factor GARCH model (Q5127039) (← links)
- Bayesian multivariate GARCH models with dynamic correlations and asymmetric error distributions (Q5128581) (← links)
- Falling and explosive, dormant, and rising markets via multiple‐regime financial time series models (Q5391291) (← links)
