Pages that link to "Item:Q1886291"
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The following pages link to Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland (Q1886291):
Displayed 4 items.
- Computational tools for comparing asymmetric GARCH models via Bayes factors (Q419441) (← links)
- Bayesian semiparametric multivariate GARCH modeling (Q2442573) (← links)
- Forecasting time-varying covariance with a robust Bayesian threshold model (Q3088162) (← links)
- BIVARIATE ARCH MODELS: FINITE-SAMPLE PROPERTIES OF QML ESTIMATORS AND AN APPLICATION TO AN LM-TYPE TEST (Q3377443) (← links)