Pages that link to "Item:Q5964748"
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The following pages link to Bayesian semiparametric modeling of realized covariance matrices (Q5964748):
Displaying 7 items.
- Discussion of ``Nonparametric Bayesian inference in applications'': Bayesian nonparametric methods in econometrics (Q1663604) (← links)
- Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (Q1740349) (← links)
- Large-scale portfolio allocation under transaction costs and model uncertainty (Q2323379) (← links)
- Infinite Markov pooling of predictive distributions (Q2673184) (← links)
- Time series models for realized covariance matrices based on the matrix-F distribution (Q5066772) (← links)
- New HEAVY Models for Fat-Tailed Realized Covariances and Returns (Q6623216) (← links)
- Multivariate Stochastic Volatility Model With Realized Volatilities and Pairwise Realized Correlations (Q6626360) (← links)
