The following pages link to John M. Maheu (Q250868):
Displaying 13 items.
- Bayesian semiparametric stochastic volatility modeling (Q736526) (← links)
- Do high-frequency measures of volatility improve forecasts of return distributions? (Q737263) (← links)
- Bayesian semiparametric multivariate GARCH modeling (Q2442573) (← links)
- Real time detection of structural breaks in GARCH models (Q2445715) (← links)
- Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture (Q2512619) (← links)
- Modeling covariance breakdowns in multivariate GARCH (Q2630346) (← links)
- Infinite Markov pooling of predictive distributions (Q2673184) (← links)
- FORECASTING VOLATILITY IN THE PRESENCE OF MODEL INSTABILITY (Q2810422) (← links)
- Can GARCH Models Capture Long-Range Dependence? (Q3368398) (← links)
- (Q5242733) (← links)
- Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models (Q5881698) (← links)
- Bayesian semiparametric modeling of realized covariance matrices (Q5964748) (← links)
- Components of Bull and Bear Markets: Bull Corrections and Bear Rallies (Q6666881) (← links)
