Pages that link to "Item:Q1010548"

The following pages link to Bayesian testing for non-linearity in volatility modeling (Q1010548):

Displaying 2 items.

• A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models (Q849878) (← links)
• Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section (Q6616601) (← links)