Pages that link to "Item:Q5427676"
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The following pages link to Bayesian inference for the mixed conditional heteroskedasticity model (Q5427676):
Displayed 4 items.
- A long memory model with normal mixture GARCH (Q656952) (← links)
- Asymmetric multivariate normal mixture GARCH (Q961408) (← links)
- Bayesian option pricing using mixed normal heteroskedasticity models (Q1623554) (← links)
- Convergence of Griddy Gibbs sampling and other perturbed Markov chains (Q5106859) (← links)