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Estimating stochastic volatility with jumps and asymmetry in Asian markets
Saranya, K.; Prasanna, P. Krishna - In: Finance research letters 25 (2018), pp. 145-153
Persistent link: https://www.econbiz.de/10012003495
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Forecasting distress in cooperative banks : the role of asset quality
Forgione, Antonio Fabio; Migliardo, Carlo - In: International journal of forecasting 34 (2018) 4, pp. 678-695
Persistent link: https://www.econbiz.de/10012031082
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A stochastic volatility model with realized measures for option pricing
Bormetti, Giacomo; Casarin, Roberto; Corsi, Fulvio; … - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 4, pp. 856-871
Persistent link: https://www.econbiz.de/10012313375
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Modeling the stochastic volatility of MAD/EURO and MAD/USD the exchange rates by the Bayesian approach and the MCMC (Monte Carlo Markov Chain) algorithm
Zakaria, Firano; Benbachir, Anass - In: Journal of modelling in management 18 (2023) 5, pp. 1498-1528
Persistent link: https://www.econbiz.de/10014380957
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A dynamic hierarchical Bayesian model for the estimation of day-to-day origin-destination flows in transportation networks
Pitombeira-Neto, Anselmo Ramalho; Loureiro, Carlos … - In: Networks and spatial economics : a journal of … 20 (2020) 2, pp. 499-527
Persistent link: https://www.econbiz.de/10012229629
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Stochastic volatility modelling in portfolio selection via sequential Monte Carlo simulation
Nascimento, Igor Ferreira do; Albuquerque, Pedro H.; … - In: International journal of portfolio analysis and … 2 (2021) 3, pp. 249-267
Persistent link: https://www.econbiz.de/10012595961
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Bayesian dynamic modeling for large space-time datasets using Gaussian predictive processes
Finley, Andrew; Banerjee, Sudipto; Gelfand, Alan - In: Journal of Geographical Systems 14 (2012) 1, pp. 29-47
Persistent link: https://www.econbiz.de/10010867930
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Hybrid kernel estimates of space–time earthquake occurrence rates using the epidemic-type aftershock sequence model
Adelfio, Giada; Ogata, Yosihiko - In: Annals of the Institute of Statistical Mathematics 62 (2010) 1, pp. 127-143
Persistent link: https://www.econbiz.de/10008497336
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Sequential Kernel Estimation of the Conditional Intensity of Nonstationary Point Processes
Grillenzoni, Carlo - In: Statistical Inference for Stochastic Processes 9 (2006) 2, pp. 135-160
Persistent link: https://www.econbiz.de/10005391485
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Edge effect in disease mapping
Dreassi, Emanuela; Biggeri, Annibale - In: Statistical Methods and Applications 7 (1998) 3, pp. 267-283
Persistent link: https://www.econbiz.de/10008497274