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

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-.1016/j.csda.2011.10.021
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+Financial risk management with Bayesian estimation of GARCH models. Theory and applica\-tions.
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+Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
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+Generalized autoregressive conditional heteroscedasticity
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+Handbook of econometrics. Vol. 4
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+Marginal Likelihood from the Gibbs Output
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+Calculating posterior distributions and modal estimates in Markov mixture models
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+Bayes inference in regression models with ARMA\((p,q)\) errors
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+Marginal Likelihood From the Metropolis–Hastings Output
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+Simulation and Monte Carlo
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+Estimation of Time Varying Skewness and Kurtosis with an Application to Value at Risk
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+Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
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+Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
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+Finite mixture and Markov switching models.
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+Inference from iterative simulation using multiple sequences
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+Getting It Right
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+Contemporary Bayesian Econometrics and Statistics
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+Adaptive Rejection Sampling for Gibbs Sampling
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+Q5726065
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+Statistical properties of the generalized inverse Gaussian distribution
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+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
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+Q4715947
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+Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution
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+Bayesian analysis of ARMA-GARCH models: a Markov chain sampling approach
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+Intermediate Probability
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+Q4935943
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+Remarks on a Multivariate Transformation
@@ Property / cites work: Remarks on a Multivariate Transformation / rank @@
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@@ Property / DOI @@
+.1016/J.CSDA.2011.10.021
@@ Property / DOI: 10.1016/J.CSDA.2011.10.021 / rank @@
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+Publication:1927090