Stochastic Volatility Models (SVM) in the Analysis of Drought Periods (Q4555212): Difference between revisions

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-Jorge Alberto Achcar
@@ Property / author: Jorge Alberto Achcar / rank @@
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+Jorge Alberto Achcar
@@ Property / author: Jorge Alberto Achcar / rank @@
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+BUGS
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+https://doi.org/10.1007/978-981-10-5370-2_7
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+W2775489154
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Stochastic volatility in asset prices. Estimation with simulated maximum likelihood
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Sampling-Based Approaches to Calculating Marginal Densities
+Normal rank
@@ Property / cites work @@
+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
+Normal rank
@@ Property / cites work @@
+BUGS for a Bayesian analysis of stochastic volatility models
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@@ Property / cites work @@
+Q4272782
@@ Property / cites work: Q4272782 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Measures of Model Complexity and Fit
@@ Property / cites work: Bayesian Measures of Model Complexity and Fit / rank @@
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+Publication:4555212