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Bayesian forecasting of UEFA Champions League under alternative seeding regimes
Corona, Francisco
;
Forrest, David
;
Tena Horrillo, Juan …
- In:
International journal of forecasting
35
(
2019
)
2
,
pp. 722-732
Persistent link: https://www.econbiz.de/10012300721
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2
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
Ausín, M. Concepción
;
Galeano, Pedro
;
Ghosh, Pulak
- In:
European journal of operational research : EJOR
232
(
2014
)
2
,
pp. 350-358
Persistent link: https://www.econbiz.de/10010224698
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3
Copula stochastic volatility in oil returns : approximate Bayesian computation with volatility prediction
Virbickaitė, Audronė
;
Ausín, M. Concepción
; …
- In:
Energy economics
92
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012519661
Saved in:
4
Particle learning for Bayesian semi-parametric stochastic volatility model
Virbickaitė, Audronė
;
Lopes, Hedibert Freitas
; …
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1007-1023
Persistent link: https://www.econbiz.de/10012181379
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