Bayesian portfolio selection with multi-variate random variance models (Q819095): Difference between revisions

@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Q4695273
@@ Property / cites work: Q4695273 / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Multivariate Stochastic Variance Models
@@ Property / cites work: Multivariate Stochastic Variance Models / rank @@
+Normal rank
@@ Property / cites work @@
+Q4510984
@@ Property / cites work: Q4510984 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2736876
@@ Property / cites work: Q2736876 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4348929
@@ Property / cites work: Q4348929 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian portfolio selection with multi-variate random variance models
+Normal rank
@@ Property / cites work @@
+On singular Wishart and singular multivariate beta distributions
+Normal rank
@@ Property / cites work @@
+Bayesian Vector Autoregressions with Stochastic Volatility
+Normal rank