Bayesian testing for non-linearity in volatility modeling (Q1010548): Difference between revisions

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+An option pricing formula for the GARCH diffusion model
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+Bayesian inference on GARCH models using the Gibbs sampler
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+Generalized autoregressive conditional heteroscedasticity
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+Q4298912
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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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+Using simulation methods for bayesian econometric models: inference, development,and communication
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+Autoregressive Conditional Density Estimation
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+Multilayer feedforward networks are universal approximators
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+Q5726065
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+Bayes Factors
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+Bayesian analysis of switching ARCH models
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+Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
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+Q4715947
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+A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models
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+Neural Network Models for Conditional Distribution Under Bayesian Analysis
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+Bayesian analysis of ARMA-GARCH models: a Markov chain sampling approach
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+Bayesian learning for neural networks
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+Bootstrap prediction for returns and volatilities in GARCH models
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+The Calculation of Posterior Distributions by Data Augmentation
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+On a Mixture Autoregressive Model
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+Evaluating volatility forecasts in option pricing in the context of a simulated options market
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