Pages that link to "Item:Q925194"
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The following pages link to Financial risk management with Bayesian estimation of GARCH models. Theory and applica\-tions. (Q925194):
Displaying 14 items.
- Zero variance Markov chain Monte Carlo for Bayesian estimators (Q91280) (← links)
- Bayesian estimation of an extended local scale stochastic volatility model (Q737916) (← links)
- Markov switching asymmetric GARCH model: stability and forecasting (Q779705) (← links)
- On Chinese stock markets: how have they evolved over time? (Q1621929) (← links)
- Efficient Gibbs sampling for Markov switching GARCH models (Q1659098) (← links)
- Methods for computing numerical standard errors: review and application to value-at-risk estimation (Q1669699) (← links)
- Bayesian estimation of generalized hyperbolic skewed student GARCH models (Q1927090) (← links)
- Generalized autoregressive conditional heteroskedastic model to examine silver price volatility and its macroeconomic determinant in Ethiopia market (Q2193447) (← links)
- Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-<i>t</i> innovations (Q3566441) (← links)
- Performance of MS-GARCH Models: Bayesian MCMC-Based Estimation (Q5049444) (← links)
- (Q5120603) (← links)
- Data cloning estimation of GARCH and COGARCH models (Q5220829) (← links)
- BAYESIAN ESTIMATION OF GARCH(p, q) MODEL (Q5229457) (← links)
- Stochastic variational inference for GARCH models (Q6190666) (← links)