The following pages link to (Q4510988):
Displayed 18 items.
- Sparse Bayesian time-varying covariance estimation in many dimensions (Q117775) (← links)
- Analysis of high dimensional multivariate stochastic volatility models (Q278181) (← links)
- Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
- Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688) (← links)
- GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models (Q516444) (← links)
- Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance (Q888317) (← links)
- Bayesian fan charts for U.K. Inflation: Forecasting and sources of uncertainty in an evolving monetary system (Q956477) (← links)
- Stochastic volatility modelling in continuous time with general marginal distributions: inference, prediction and model selection (Q997294) (← links)
- Factor stochastic volatility with time varying loadings and Markov switching regimes (Q997296) (← links)
- Nonparametric seemingly unrelated regression (Q1586549) (← links)
- Dynamic hierarchical models: an extension to matrix-variate observations. (Q1589486) (← links)
- Multivariate Wishart stochastic volatility and changes in regime (Q1622088) (← links)
- Dynamics \& sparsity in latent threshold factor models: a study in multivariate EEG signal processing (Q1705542) (← links)
- Markov chain Monte Carlo methods for stochastic volatility models. (Q1867723) (← links)
- Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors (Q1927147) (← links)
- An application of three bivariate time-varying volatility models (Q2722298) (← links)
- Simulation-Based Estimation Methods for Financial Time Series Models (Q3112468) (← links)
- Some recent developments in stochastic volatility modelling (Q4646765) (← links)