Pages that link to "Item:Q5292354"
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The following pages link to Bayesian Clustering of Many Garch Models (Q5292354):
Displaying 13 items.
- Dynamical study of metallic clusters using the statistical method of time series clustering (Q634094) (← links)
- Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach (Q736570) (← links)
- Variance clustering improved dynamic conditional correlation MGARCH estimators (Q1623552) (← links)
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
- Clustering nonlinear, nonstationary time series using BSLEX (Q1707055) (← links)
- Panel data analysis: a survey on model-based clustering of time series (Q1761308) (← links)
- Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series (Q1795021) (← links)
- A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing (Q2214256) (← links)
- Fast clustering of GARCH processes via Gaussian mixture models (Q2227446) (← links)
- Disentangling systematic and idiosyncratic dynamics in panels of volatility measures (Q2511805) (← links)
- Convergence of Griddy Gibbs sampling and other perturbed Markov chains (Q5106859) (← links)
- Grouped Network Vector Autoregression (Q5134484) (← links)
- Bayesian Clustering of Many Garch Models (Q5292354) (← links)
