Bayesian semiparametric stochastic volatility modeling
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Cited in
(62)- Expert information and nonparametric Bayesian inference of rare events
- Bayesian nonparametric modelling of the return distribution with stochastic volatility
- A Bayesian semiparametric vector multiplicative error model
- Bayesian Estimation and Prediction of Stochastic Volatility Models via INLA
- Reinforced urn processes for credit risk models
- Bayesian nonparametric sparse VAR models
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- Bayesian Nonparametric Calibration and Combination of Predictive Distributions
- Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
- Semiparametric score driven volatility models
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- Bayesian semiparametric multivariate stochastic volatility with application
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- Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model
- Student‐t stochastic volatility model with composite likelihood EM‐algorithm
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