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

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+Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
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+Q2760416
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+Generalized autoregressive conditional heteroscedasticity
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+Exact predictive densities for linear models with ARCH disturbances
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+Contemporary Bayesian Econometrics and Statistics
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+Bayes Factors
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+Q4523870
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+The Calculation of Posterior Distributions by Data Augmentation
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+Accurate Approximations for Posterior Moments and Marginal Densities
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+On a Mixture Autoregressive Model
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+On a Mixture Autoregressive Conditional Heteroscedastic Model
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