High dimensional dynamic stochastic copula models (Q888326): Difference between revisions

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-.1016/j.jeconom.2015.03.027
@@ Property / DOI: 10.1016/j.jeconom.2015.03.027 / rank @@
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+W4367590676
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@@ Property / cites work @@
+The pseudo-marginal approach for efficient Monte Carlo computations
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+Inference in hidden Markov models.
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+Markov chain Monte Carlo methods for stochastic volatility models.
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+A Survey of Sequential Monte Carlo Methods for Economics and Finance
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+The t Copula and Related Copulas
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+Q2891271
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+BAYESIAN INFERENCE BASED ONLY ON SIMULATED LIKELIHOOD: PARTICLE FILTER ANALYSIS OF DYNAMIC ECONOMIC MODELS
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+Monte Carlo Smoothing for Nonlinear Time Series
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+Factor copula models for multivariate data
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+A Survey on Time-Varying Copulas: Specification, Simulations, and Application
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+Bayesian Gaussian Copula Factor Models for Mixed Data
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+Stochastic volatility with leverage: fast and efficient likelihood inference
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+Copula–Based Models for Financial Time Series
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+Regime switching for dynamic correlations
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+Efficient Bayesian inference for Gaussian copula regression models
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+Q3281461
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@@ Property / DOI @@
+.1016/J.JECONOM.2015.03.027
@@ Property / DOI: 10.1016/J.JECONOM.2015.03.027 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:888326