Threshold variable selection of asymmetric stochastic volatility models (Q2259328): Difference between revisions

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+https://doi.org/10.1007/s00180-013-0412-y
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+W2092600395
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+Dynamic Asymmetric Leverage in Stochastic Volatility Models
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+THRESHOLD VARIABLE SELECTION IN OPEN‐LOOP THRESHOLD AUTOREGRESSIVE MODELS
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+Comparison of nonnested asymmetric heteroskedastic models
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+Marginal Likelihood From the Metropolis–Hastings Output
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+Bayesian model choice based on Monte Carlo estimates of posterior model probabilities
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+Model weights for model choice and averaging
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