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Bayesian inference for the mix...
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On marginal likelihood computation in change-point models
BAUWENS, Luc
;
ROMBOUTS, Jeroen VK
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010926479
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2
Multivariate GARCH models: a survey
BAUWENS, Luc
;
LAURENT, Sébastien
;
ROMBOUTS, Jeroen VK
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927172
Saved in:
3
Bayesian clustering of many GARCH models
BAUWENS, Luc
;
ROMBOUTS, Jeroen VK
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927237
Saved in:
4
On marginal likelihood computation in change-point models
BAUWENS, Luc
;
ROMBOUTS, Jeroen VK
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010674931
Saved in:
5
Bayesian clustering of many GARCH models
BAUWENS, Luc
;
ROMBOUTS, Jeroen VK
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010674945
Saved in:
6
Theory and inference for a Markov switching Garch model
BAUWENS, Luc
;
PREMINGER, Arie
;
ROMBOUTS, Jeroen VK
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675034
Saved in:
7
Bayesian inference for the mixed conditional heteroskedasticity model
BAUWENS, Luc
;
ROMBOUTS, Jeroen VK
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675096
Saved in:
8
Multivariate mixed normal conditional heteroskedasticity
BAUWENS, Luc
;
HAFNER, Christian M.
;
ROMBOUTS, Jeroen VK
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675440
Saved in:
9
Multivariate GARCH models: a survey
BAUWENS, Luc
;
LAURENT, Sébastien
;
ROMBOUTS, Jeroen VK
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675470
Saved in:
10
Multivariate mixed normal conditional heteroskedasticity
BAUWENS, Luc
;
HAFNER, Christian M.
;
ROMBOUTS, Jeroen VK
-
Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010703599
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