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Search: subject:"Bayesian MCMC Methods"
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Bayesian MCMC methods
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Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
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2
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
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News Driven Business Cycles and data on asset prices in estimated DSGE models
Avdjiev, Stefan
- In:
Review of economic dynamics
20
(
2016
),
pp. 181-197
Persistent link: https://www.econbiz.de/10011635800
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