Bayesian estimation of generalized hyperbolic skewed student GARCH models (Q1927090): Difference between revisions

@@ Property / DOI @@
-.1016/j.csda.2011.10.021
@@ Property / DOI: 10.1016/j.csda.2011.10.021 / rank @@
-Normal rank
@@ Property / describes a project that uses @@
+tsbridge
@@ Property / describes a project that uses: tsbridge / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2028016390
@@ Property / OpenAlex ID: W2028016390 / rank @@
+Normal rank
@@ Property / cites work @@
+Financial risk management with Bayesian estimation of GARCH models. Theory and applica\-tions.
+Normal rank
@@ Property / cites work @@
+Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Handbook of econometrics. Vol. 4
@@ Property / cites work: Handbook of econometrics. Vol. 4 / rank @@
+Normal rank
@@ Property / cites work @@
+Marginal Likelihood from the Gibbs Output
@@ Property / cites work: Marginal Likelihood from the Gibbs Output / rank @@
+Normal rank
@@ Property / cites work @@
+Calculating posterior distributions and modal estimates in Markov mixture models
+Normal rank
@@ Property / cites work @@
+Bayes inference in regression models with ARMA\((p,q)\) errors
+Normal rank
@@ Property / cites work @@
+Marginal Likelihood From the Metropolis–Hastings Output
+Normal rank
@@ Property / cites work @@
+Simulation and Monte Carlo
@@ Property / cites work: Simulation and Monte Carlo / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of Time Varying Skewness and Kurtosis with an Application to Value at Risk
+Normal rank
@@ Property / cites work @@
+Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
+Normal rank
@@ Property / cites work @@
+Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
+Normal rank
@@ Property / cites work @@
+Finite mixture and Markov switching models.
@@ Property / cites work: Finite mixture and Markov switching models. / rank @@
+Normal rank
@@ Property / cites work @@
+Inference from iterative simulation using multiple sequences
+Normal rank
@@ Property / cites work @@
+Getting It Right
@@ Property / cites work: Getting It Right / rank @@
+Normal rank
@@ Property / cites work @@
+Contemporary Bayesian Econometrics and Statistics
@@ Property / cites work: Contemporary Bayesian Econometrics and Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive Rejection Sampling for Gibbs Sampling
@@ Property / cites work: Adaptive Rejection Sampling for Gibbs Sampling / rank @@
+Normal rank
@@ Property / cites work @@
+Q5726065
@@ Property / cites work: Q5726065 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical properties of the generalized inverse Gaussian distribution
+Normal rank
@@ Property / cites work @@
+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
+Normal rank
@@ Property / cites work @@
+Q4715947
@@ Property / cites work: Q4715947 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution
+Normal rank
@@ Property / cites work @@
+Bayesian analysis of ARMA-GARCH models: a Markov chain sampling approach
+Normal rank
@@ Property / cites work @@
+Intermediate Probability
@@ Property / cites work: Intermediate Probability / rank @@
+Normal rank
@@ Property / cites work @@
+Q4935943
@@ Property / cites work: Q4935943 / rank @@
+Normal rank
@@ Property / cites work @@
+Remarks on a Multivariate Transformation
@@ Property / cites work: Remarks on a Multivariate Transformation / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.CSDA.2011.10.021
@@ Property / DOI: 10.1016/J.CSDA.2011.10.021 / rank @@
+Normal rank