Pages that link to "Item:Q1623521"

The following pages link to Bayesian estimation of smoothly mixing time-varying parameter GARCH models (Q1623521):

Displaying 2 items.

• Generalized Poisson autoregressive models for time series of counts (Q1659180) (← links)
• Bayesian modeling and forecasting of value-at-risk via threshold realized volatility (Q6574592) (← links)