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~subject:"Bayesian inference"
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Bayesian inference
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Polson, Nicholas G.
11
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3
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2
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2
Kim, Tae Bong
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2
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Estimating VAR's sampled at mixed or irregular spaced frequencies : a Bayesian approach
Chiu, Ching Wai Jeremy
;
Eraker, Bjørn
;
Foerster, Andrew
; …
-
2011
Persistent link: https://www.econbiz.de/10009413004
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2
Bayesian mixed frequency VARs
Eraker, Bjørn
;
Chiu, Ching Wai Jeremy
;
Foerster, Andrew
; …
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 698-721
Persistent link: https://www.econbiz.de/10011339252
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3
Bayesian portfolio selection : an empirical analysis of the S&P 500 index 1970 - 1996
Polson, Nicholas G.
;
Tew, Bernard V.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 164-173
Persistent link: https://www.econbiz.de/10001469570
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4
Models and priors for multivariate stochastic volatility
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
-
1995
-
Rev
Persistent link: https://www.econbiz.de/10000925647
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5
Bayesian inference ; 1
Polson, Nicholas G.
(
ed.
);
Tiao, George C.
(
ed.
)
-
1995
Persistent link: https://www.econbiz.de/10000905284
Saved in:
6
Bayesian inference ; 2
Polson, Nicholas G.
(
ed.
);
Tiao, George C.
(
ed.
)
-
1995
Persistent link: https://www.econbiz.de/10000905285
Saved in:
7
Bayesian analysis of stochastic volatility models
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10001639881
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8
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
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9
Sequential bayesian learning for stochastic volatility with variance-gamma jumps in returns
Warty, Samir P.
;
Lopes, Hehibert F.
;
Polson, Nicholas G.
-
2014
Persistent link: https://www.econbiz.de/10010440180
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10
Particle learning for fat-tailed distributions
Lopes, Hedibert Freitas
;
Polson, Nicholas G.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1666-1691
Persistent link: https://www.econbiz.de/10011592384
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