Pages that link to "Item:Q1886291"

The following pages link to Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland (Q1886291):

Displaying 9 items.

• Computational tools for comparing asymmetric GARCH models via Bayes factors (Q419441) (← links)
• Bayesian semiparametric multivariate GARCH modeling (Q2442573) (← links)
• Time-varying asymmetry and tail thickness in long series of daily financial returns (Q2691782) (← links)
• Forecasting time-varying covariance with a robust Bayesian threshold model (Q3088162) (← links)
• BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST (Q3377443) (← links)
• Granger-causal analysis of GARCH models: A Bayesian approach (Q5034254) (← links)
• Bayesian inference of multivariate rotated GARCH models with skew returns (Q5082768) (← links)
• Predicting daily highs and lows of exchange rates: a cointegration analysis (Q5123415) (← links)
• Evidence for hedge fund predictability from a multivariate Student's<i>t</i>full-factor GARCH model (Q5127039) (← links)