Pages that link to "Item:Q2361227"
From MaRDI portal
The following pages link to A Bayesian semiparametric model for volatility with a leverage effect (Q2361227):
Displaying 12 items.
- Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors (Q517389) (← links)
- A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection (Q1659170) (← links)
- Discussion of ``Nonparametric Bayesian inference in applications'': Bayesian nonparametric methods in econometrics (Q1663604) (← links)
- Bayesian semiparametric double autoregressive modeling (Q2298423) (← links)
- Semiparametric stochastic volatility modelling using penalized splines (Q2354745) (← links)
- Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture (Q2512619) (← links)
- On normal-Laplace stochastic volatility model (Q2694031) (← links)
- Estimation and application of semiparametric stochastic volatility models based on kernel density estimation and hidden Markov models (Q4627135) (← links)
- Particle learning for Bayesian semi-parametric stochastic volatility model (Q5860957) (← links)
- Bayesian semiparametric multivariate stochastic volatility with application (Q5861010) (← links)
- Bayesian semiparametric modeling of realized covariance matrices (Q5964748) (← links)
- Bayesian semiparametric Markov switching stochastic volatility model (Q6574607) (← links)
