Pages that link to "Item:Q1659170"
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The following pages link to A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection (Q1659170):
Displaying 9 items.
- Discussion of ``Nonparametric Bayesian inference in applications'': Bayesian nonparametric methods in econometrics (Q1663604) (← links)
- Temporal clustering of time series via threshold autoregressive models: application to commodity prices (Q1703537) (← links)
- A Bayesian semiparametric vector multiplicative error model (Q2242023) (← links)
- Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns (Q2280583) (← links)
- Bayesian semiparametric double autoregressive modeling (Q2298423) (← links)
- Flexible weighted dirichlet process mixture modelling and evaluation to address the problem of forecasting return distribution (Q4988819) (← links)
- Particle learning for Bayesian semi-parametric stochastic volatility model (Q5860957) (← links)
- Bayesian semiparametric multivariate stochastic volatility with application (Q5861010) (← links)
- Bayesian semiparametric Markov switching stochastic volatility model (Q6574607) (← links)
