Pages that link to "Item:Q274912"
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The following pages link to A flexible prior distribution for Markov switching autoregressions with Student-\(t\) errors (Q274912):
Displaying 6 items.
- Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441) (← links)
- Granger-causal analysis of GARCH models: A Bayesian approach (Q5034254) (← links)
- Bayesian influence diagnostics using normalized functional Bregman divergence (Q5079887) (← links)
- (Q5125154) (← links)
- BAYESIAN ESTIMATION OF GARCH(p, q) MODEL (Q5229457) (← links)
- Modeling daily return volatility through GJR(1,1) model and realized volatility measure (Q6594122) (← links)
