Pages that link to "Item:Q1019890"

The following pages link to Bayesian estimation of the Gaussian mixture GARCH model (Q1019890):

Displaying 23 items.

• Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence (Q334843) (← links)
• Stable mixture GARCH models (Q528154) (← links)
• NM-QELE for ARMA-GARCH models with non-Gaussian innovations (Q534428) (← links)
• Asymmetric multivariate normal mixture GARCH (Q961408) (← links)
• Mixture periodic autoregressive conditional heteroskedastic models (Q1023922) (← links)
• Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
• A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection (Q1659170) (← links)
• Importance sampling from posterior distributions using copula-like approximations (Q1740341) (← links)
• A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood (Q1927121) (← links)
• On MCMC sampling in self-exciting integer-valued threshold time series models (Q2076110) (← links)
• Setting the margins of hang seng index futures on different positions using an APARCH-GPD model based on extreme value theory (Q2137703) (← links)
• Partially censored posterior for robust and efficient risk evaluation (Q2190228) (← links)
• Bayesian analysis of heavy-tailed market microstructure model and its application in stock markets (Q2228675) (← links)
• A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation (Q2255951) (← links)
• Time-varying joint distribution through copulas (Q2445695) (← links)
• Inference for Box-Cox Transformed Threshold GARCH Models with Nuisance Parameters (Q2914954) (← links)
• A quantile function approach to the distribution of financial returns following TGARCH models (Q3389299) (← links)
• Misspecification and Domain Issues in Fitting Garch(1, 1) Models: A Monte Carlo Investigation (Q3616249) (← links)
• Value-at-risk forecasting based on Gaussian mixture ARMA–GARCH model (Q4914961) (← links)
• On mixture periodic Integer-Valued <i>ARCH</i> models (Q5086368) (← links)
• Convergence of Griddy Gibbs sampling and other perturbed Markov chains (Q5106859) (← links)
• A new algorithm for maximum likelihood estimation in normal scale-mixture generalized autoregressive conditional heteroskedastic models (Q5220713) (← links)
• Bayesian inference for a mixture double autoregressive model (Q6068059) (← links)