Pages that link to "Item:Q5861010"
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The following pages link to Bayesian semiparametric multivariate stochastic volatility with application (Q5861010):
Displaying 5 items.
- Multivariate stochastic volatility with Bayesian dynamic linear models (Q2474386) (← links)
- Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture (Q2512619) (← links)
- Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search (Q3089153) (← links)
- Comparing stochastic volatility specifications for large Bayesian VARs (Q6108307) (← links)
- Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models (Q6177007) (← links)