Bayesian Markov switching stochastic correlation models
Year of publication: |
[2013]
|
---|---|
Authors: | Casarin, Roberto ; Tronzano, Marco ; Sartore, Domenico |
Publisher: |
Venice Italy : Department of Economics, Ca’ Foscari University of Venice |
Subject: | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Theorie | Theory | Korrelation | Correlation | Stochastischer Prozess | Stochastic process |
-
Bayesian analysis of asymmetric stochastic conditional duration model
Men, Zhongxian, (2015)
-
A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto, (2018)
-
Stochastic multivariate mixture covariance model
So, Mike Ka-pui, (2017)
- More ...
-
Bayesian Markov Switching Stochastic Correlation Models
Casarin, Roberto, (2013)
-
A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets
Casarin, Roberto, (2018)
-
Bayesian Markov Switching Stochastic Correlation Models
Casarin, Roberto, (2015)
- More ...