Pages that link to "Item:Q2255951"
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The following pages link to A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation (Q2255951):
Displaying 6 items.
- Optimum attributes component test plans for \(k\)-out-of-\(n:F\) Weibull systems using prior information (Q300038) (← links)
- A linearized value-at-risk model with transaction costs and short selling (Q320109) (← links)
- A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection (Q1659170) (← links)
- Nonlinear manifold learning for early warnings in financial markets (Q1751692) (← links)
- Bayesian semiparametric double autoregressive modeling (Q2298423) (← links)
- On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices (Q6064131) (← links)
