Pages that link to "Item:Q2512619"
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The following pages link to Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture (Q2512619):
Displayed 18 items.
- Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors (Q517389) (← links)
- A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection (Q1659170) (← links)
- Discussion of ``Nonparametric Bayesian inference in applications'': Bayesian nonparametric methods in econometrics (Q1663604) (← links)
- Semiparametric Bayesian inference for time-varying parameter regression models with stochastic volatility (Q1672741) (← links)
- The semiparametric asymmetric stochastic volatility model with time-varying parameters: the case of US inflation (Q1673428) (← links)
- Adaptive Bayesian estimation of conditional discrete-continuous distributions with an application to stock market trading activity (Q2155307) (← links)
- A Bayesian semiparametric vector multiplicative error model (Q2242023) (← links)
- A fast and efficient Markov chain Monte Carlo method for market microstructure model (Q2244387) (← links)
- Bayesian semiparametric double autoregressive modeling (Q2298423) (← links)
- A Bayesian semiparametric model for volatility with a leverage effect (Q2361227) (← links)
- On normal-Laplace stochastic volatility model (Q2694031) (← links)
- Outliers and misleading leverage effect in asymmetric GARCH-type models (Q2699591) (← links)
- Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts (Q3391186) (← links)
- Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility (Q5860935) (← links)
- Particle learning for Bayesian semi-parametric stochastic volatility model (Q5860957) (← links)
- Bayesian semiparametric multivariate stochastic volatility with application (Q5861010) (← links)
- Estimation and forecasting of long memory stochastic volatility models (Q6039116) (← links)
- Improving the asymmetric stochastic volatility model with ex-post volatility: the identification of the asymmetry (Q6158371) (← links)