The following pages link to (Q2736876):
Displaying 4 items.
- Bayesian portfolio selection with multi-variate random variance models (Q819095) (← links)
- A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models (Q849878) (← links)
- Bayesian estimation of the Gaussian mixture GARCH model (Q1019890) (← links)
- Bayesian analysis of ARMA-GARCH models: a Markov chain sampling approach (Q1971785) (← links)