6

Cholesky-GARCH models with applications to finance

Year:
2012
Language:
english
File:
PDF, 341 KB
english, 2012
7

Contagion determination via copula and volatility threshold models

Year:
2012
Language:
english
File:
PDF, 837 KB
english, 2012
9

On Bayesian model and variable selection using MCMC

Year:
2002
Language:
english
File:
PDF, 436 KB
english, 2002
10

Communication impacting financial markets

Year:
2014
Language:
english
File:
PDF, 1.24 MB
english, 2014
13

Positive embedded integration in Bayesian analysis

Year:
1991
Language:
english
File:
PDF, 861 KB
english, 1991
14

A Simulation Approach to Nonparametric Empirical Bayes Analysis

Year:
2001
Language:
english
File:
PDF, 1.13 MB
english, 2001
15

Bayesian analysis of the unobserved ARCH model

Year:
2005
Language:
english
File:
PDF, 767 KB
english, 2005
18

Forecasting with non-homogeneous hidden Markov models

Year:
2011
Language:
english
File:
PDF, 530 KB
english, 2011
22

The role of embedded integration rules in Bayesian statistics

Year:
1996
Language:
english
File:
PDF, 448 KB
english, 1996
23

Conditional symmetry models for three-way contingency tables

Year:
2012
Language:
english
File:
PDF, 182 KB
english, 2012
27

Bayesian clustering for row effects models

Year:
2008
Language:
english
File:
PDF, 205 KB
english, 2008
31

Random variate transformations in the Gibbs sampler: issues of efficiency and convergence

Year:
1995
Language:
english
File:
PDF, 692 KB
english, 1995
35

Bayesian Analysis of Errors-in-Variables Regression Models

Year:
1995
Language:
english
File:
PDF, 980 KB
english, 1995
36

Bayesian Model Selection for Partially Observed Diffusion Models

Year:
2006
Language:
english
File:
PDF, 1.29 MB
english, 2006
37

Flexible Threshold Models for Modelling Interest Rate Volatility

Year:
2007
Language:
english
File:
PDF, 636 KB
english, 2007
42

A Simulation Approach to Nonparametric Empirical Bayes Analysis

Year:
2001
Language:
english
File:
PDF, 2.19 MB
english, 2001
45

Bayesian Classification of Neolithic Tools

Year:
1998
Language:
english
File:
PDF, 1.49 MB
english, 1998
46

Bayesian Inference for Nondecomposable Graphical Gaussian Models

Year:
2003
Language:
english
File:
PDF, 1.34 MB
english, 2003