Hierarchical Markov normal mixture models with applications to financial asset returns
Year of publication: |
2011
|
---|---|
Authors: | Geweke, John ; Amisano, Gianni |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 26.2011, 1, p. 1-29
|
Subject: | Kapitaleinkommen | Capital income | Markov-Kette | Markov chain | Börsenkurs | Share price | Bayes-Statistik | Bayesian inference | ARCH-Modell | ARCH model | Rentenmarkt | Bond market | Devisenmarkt | Foreign exchange market | Theorie | Theory |
-
Hierarchical Markov normal mixture models with applications to financial asset returns
Geweke, John, (2007)
-
Makatjane, Katleho, (2021)
-
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong, (2023)
- More ...
-
Hierarchical Markov normal mixture models with applications to financial asset returns
Geweke, John, (2007)
-
Comparing and evaluating Bayesian predictive distributions of assets returns
Geweke, John, (2008)
-
Geweke, John, (2009)
- More ...