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Modeling the stochastic volatility of MAD/EURO and MAD/USD the exchange rates by the Bayesian approach and the MCMC (Monte Carlo Markov Chain) algorithm
Zakaria, Firano; Benbachir, Anass - In: Journal of modelling in management 18 (2023) 5, pp. 1498-1528
Persistent link: https://www.econbiz.de/10014380957
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Stochastic volatility models for asset returns with leverage, skewness and heavy-tails via scale mixture
Huang, Jing-Zhi; Xu, Li - In: The quarterly journal of finance 4 (2014) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10010473521
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Estimating stochastic volatility with jumps and asymmetry in Asian markets
Saranya, K.; Prasanna, P. Krishna - In: Finance research letters 25 (2018), pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
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A stochastic volatility model with realized measures for option pricing
Bormetti, Giacomo; Casarin, Roberto; Corsi, Fulvio; … - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 4, pp. 856-871
Persistent link: https://www.econbiz.de/10012313375
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Forecasting distress in cooperative banks : the role of asset quality
Forgione, Antonio Fabio; Migliardo, Carlo - In: International journal of forecasting 34 (2018) 4, pp. 678-695
Persistent link: https://www.econbiz.de/10012031082
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Bayesian dynamic modeling for large space-time datasets using Gaussian predictive processes
Finley, Andrew; Banerjee, Sudipto; Gelfand, Alan - In: Journal of Geographical Systems 14 (2012) 1, pp. 29-47
Persistent link: https://www.econbiz.de/10010867930
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Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution
Smit, Robert C.; Ravazzolo, Francesco; Rossini, Luca - 2020
Persistent link: https://www.econbiz.de/10012415047
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Stochastic volatility modelling in portfolio selection via sequential Monte Carlo simulation
Nascimento, Igor Ferreira do; Albuquerque, Pedro H.; … - In: International journal of portfolio analysis and … 2 (2021) 3, pp. 249-267
Persistent link: https://www.econbiz.de/10012595961
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A dynamic hierarchical Bayesian model for the estimation of day-to-day origin-destination flows in transportation networks
Pitombeira-Neto, Anselmo Ramalho; Loureiro, Carlos … - In: Networks and spatial economics : a journal of … 20 (2020) 2, pp. 499-527
Persistent link: https://www.econbiz.de/10012229629
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Towards a causal model and causal inference of regional entrepreneurship development index, its antecedents and outcomes in European regions
Azhdari, Behnam; Bonnet, Jean; Bourdin, Sébastien - 2022
Persistent link: https://www.econbiz.de/10013557090