//-->
A Bayesian semiparametric analysis of ARCH models
Kozumi, Hideo, (2000)
Linear-representations based estimation of switching-regime GARCH models
Francq, Christian, (1999)
Adaptive polar sampling with an application to a Bayes measure of value-at-risk
Bauwens, Luc, (1999)
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Meitz, Mika, (2004)
Parameter Estimation in Nonlinear AR-GARCH Models
Meitz, Mika, (2014)
A Mixture Autoregressive Model Based on Student's t-Distribution
Meitz, Mika, (2018)