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Testing causality between two vectors in multivariate GARCH models
Wo´zniak, Tomasz - 2012
Persistent link: https://www.econbiz.de/10009553209
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Granger-causal analysis of GARCH models : a Bayesian approach
Woźniak, Tomasz - 2015
Persistent link: https://www.econbiz.de/10011339305
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Bayesian Vector Autoregressions
Woźniak, Tomasz - 2016
Persistent link: https://www.econbiz.de/10011521886
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The Bayesian approach to poverty measurement
Lubrano, Michel; Xun, Zhou - 2021
Persistent link: https://www.econbiz.de/10012548150
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Subjective expectations and uncertainty
Kocięcki, Andrzej; Łyziak, Tomasz; Stanisławska, Ewa - 2022
Persistent link: https://www.econbiz.de/10013188035
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Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application
Stelmach, Marek; Chlebus, Marcin - 2020
Persistent link: https://www.econbiz.de/10012322114
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A Bayesian dynamic compositional model for large density combinations in finance
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2020
Persistent link: https://www.econbiz.de/10012384654
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Bayesian nonparametric sparse seemingly unrelated regression model (SUR)
Billio, Monica; Casarin, Roberto; Rossini, Luca - 2016
Persistent link: https://www.econbiz.de/10011629460
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Parallel sequential Monte Carlo for efficient density combination : the DeCo Matlab toolbox
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2013
Persistent link: https://www.econbiz.de/10011631741
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Bayesian Markov switching stochastic correlation models
Casarin, Roberto; Tronzano, Marco; Sartore, Domenico - 2013
Persistent link: https://www.econbiz.de/10011631746