Bayesian analysis of stochastic volatility models with fat-tails and correlated errors (Q899508): Difference between revisions

@@ Property / describes a project that uses @@
+AS 287
@@ Property / describes a project that uses: AS 287 / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2003.09.001
+Normal rank
@@ Property / OpenAlex ID @@
+W2144246192
@@ Property / OpenAlex ID: W2144246192 / rank @@
+Normal rank
@@ Property / cites work @@
+ARCH modeling in finance. A review of the theory and empirical evidence
+Normal rank
@@ Property / cites work @@
+Inference for nonconjugate Bayesian Models using the Gibbs sampler
+Normal rank
@@ Property / cites work @@
+On Gibbs sampling for state space models
@@ Property / cites work: On Gibbs sampling for state space models / rank @@
+Normal rank
@@ Property / cites work @@
+Markov chain Monte Carlo methods for stochastic volatility models.
+Normal rank
@@ Property / cites work @@
+Geometric bounds for eigenvalues of Markov chains
@@ Property / cites work: Geometric bounds for eigenvalues of Markov chains / rank @@
+Normal rank
@@ Property / cites work @@
+The Weighted Likelihood Ratio, Linear Hypotheses on Normal Location Parameters
+Normal rank
@@ Property / cites work @@
+Estimation of stochastic volatility models with diagnostics
+Normal rank
@@ Property / cites work @@
+Exact predictive densities for linear models with ARCH disturbances
+Normal rank
@@ Property / cites work @@
+Bayesian Inference in Econometric Models Using Monte Carlo Integration
+Normal rank
@@ Property / cites work @@
+Monte Carlo sampling methods using Markov chains and their applications
+Normal rank
@@ Property / cites work @@
+Bayes Factors
@@ Property / cites work: Bayes Factors / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
+Normal rank
@@ Property / cites work @@
+A Bayesian analysis of the multinomial probit model with fully identified parameters
+Normal rank
@@ Property / cites work @@
+Conditional Heteroskedasticity in Asset Returns: A New Approach
+Normal rank
@@ Property / cites work @@
+Q4280410
@@ Property / cites work: Q4280410 / rank @@
+Normal rank
@@ Property / cites work @@
+Markov chains for exploring posterior distributions. (With discussion)
+Normal rank