Pages that link to "Item:Q1971785"
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The following pages link to Bayesian analysis of ARMA-GARCH models: a Markov chain sampling approach (Q1971785):
Displayed 5 items.
- A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models (Q849878) (← links)
- An empirical evaluation of fat-tailed distributions in modeling financial time series (Q2479445) (← links)
- An Interest-rate Model Analysis Based on Data Augmentation Bayesian Forecasting (Q3592650) (← links)
- Neural Network Models for Conditional Distribution Under Bayesian Analysis (Q5446247) (← links)
- Bayesian analysis of switching ARCH models (Q5467629) (← links)