Bayesian inference for the mixed conditional heteroskedasticity model (Q5427676): Difference between revisions

@@ Property / author @@
-Luc Bauwens
@@ Property / author: Luc Bauwens / rank @@
-Normal rank
@@ Property / author @@
-Jeroen V. K. Rombouts
@@ Property / author: Jeroen V. K. Rombouts / rank @@
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@@ Property / author @@
+Luc Bauwens
@@ Property / author: Luc Bauwens / rank @@
+Normal rank
@@ Property / author @@
+Jeroen V. K. Rombouts
@@ Property / author: Jeroen V. K. Rombouts / rank @@
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+MaRDI publication profile
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+Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
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@@ Property / cites work @@
+Q2760416
@@ Property / cites work: Q2760416 / rank @@
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@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
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@@ Property / cites work @@
+Exact predictive densities for linear models with ARCH disturbances
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@@ Property / cites work @@
+Contemporary Bayesian Econometrics and Statistics
@@ Property / cites work: Contemporary Bayesian Econometrics and Statistics / rank @@
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@@ Property / cites work @@
+Bayes Factors
@@ Property / cites work: Bayes Factors / rank @@
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@@ Property / cites work @@
+Q4523870
@@ Property / cites work: Q4523870 / rank @@
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@@ Property / cites work @@
+Conditional Heteroskedasticity in Asset Returns: A New Approach
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@@ Property / cites work @@
+The Calculation of Posterior Distributions by Data Augmentation
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@@ Property / cites work @@
+Accurate Approximations for Posterior Moments and Marginal Densities
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@@ Property / cites work @@
+Q5561562
@@ Property / cites work: Q5561562 / rank @@
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@@ Property / cites work @@
+On a Mixture Autoregressive Model
@@ Property / cites work: On a Mixture Autoregressive Model / rank @@
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@@ Property / cites work @@
+On a Mixture Autoregressive Conditional Heteroscedastic Model
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@@ Property / Wikidata QID @@
+Q126254774
@@ Property / Wikidata QID: Q126254774 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1368-423x.2007.00213.x
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+W3121881165
@@ Property / OpenAlex ID: W3121881165 / rank @@
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