Pages that link to "Item:Q6166851"
From MaRDI portal
The following pages link to Bayesian inference on GARCH models using the Gibbs sampler (Q6166851):
Displaying 23 items.
- Bayesian case influence analysis for GARCH models based on Kullback-Leibler divergence (Q334843) (← links)
- Computational tools for comparing asymmetric GARCH models via Bayes factors (Q419441) (← links)
- Markov switching asymmetric GARCH model: stability and forecasting (Q779705) (← links)
- A Bayesian approach to bandwidth selection for multivariate kernel density estimation (Q959388) (← links)
- Bayesian causal effects in quantiles: accounting for heteroscedasticity (Q961391) (← links)
- Bayesian testing for non-linearity in volatility modeling (Q1010548) (← links)
- Time series of count data: Modeling, estimation and diagnostics (Q1010577) (← links)
- Bayesian estimation of the Gaussian mixture GARCH model (Q1019890) (← links)
- Modelling nonlinearities and heavy tails via threshold normal mixture GARCH models (Q1023483) (← links)
- Bayesian analysis of stochastic volatility models with mixture-of-normal distributions (Q1025340) (← links)
- Unfolded GARCH models (Q1657508) (← links)
- Income inequality decomposition using a finite mixture of log-normal distributions: a Bayesian approach (Q1659172) (← links)
- Bayesian comparison of bivariate ARCH-type models for the main exchange rates in Poland (Q1886291) (← links)
- Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student's \(t\)-distribution (Q1927148) (← links)
- Modeling financial time series based on a market microstructure model with leverage effect (Q2314707) (← links)
- A Bayesian approach to bandwidth selection in univariate associate kernel estimation (Q2320807) (← links)
- Time-varying joint distribution through copulas (Q2445695) (← links)
- An empirical evaluation of fat-tailed distributions in modeling financial time series (Q2479445) (← links)
- Bayesian analysis of periodic asymmetric power GARCH models (Q2697099) (← links)
- A Bayesian Perspective on Mixed GARCH Models with Jumps (Q2950563) (← links)
- Granger-causal analysis of GARCH models: A Bayesian approach (Q5034254) (← links)
- Dynamic quantile function models (Q5039628) (← links)
- Bayesian inference of asymmetric stochastic conditional duration models (Q5222408) (← links)
