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~person:"Hoogerheide, Lennart F."
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Hoogerheide, Lennart F.
Koop, Gary
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Dijk, Herman K. van
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94
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72
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43
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38
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37
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35
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34
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ECONIS (ZBW)
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1
Bayesian
estimation of the GARCH(1,1) model with student-t innovations
Ardia, David
;
Hoogerheide, Lennart F.
-
2010
This note presents the R package bayesGARCH (Ardia, 2007) which provides functions for the
Bayesian
estimation of the …
Persistent link: https://www.econbiz.de/10011380176
Saved in:
2
Adaptive mixture of student-t distributions as a flexible Candidate distribution for efficient simulation
Ardia, David
;
Hoogerheide, Lennart F.
;
Dijk, Herman K. van
-
2008
-
Version of this paper: December 12, 2008
distribution. The second shows the relevance of the adaptive mixture procedure through the
Bayesian
estimation of a mixture of ARCH …
Persistent link: https://www.econbiz.de/10011376537
Saved in:
3
Bayesian
Estimation of the GARCH(1,1) Model with Student-t Innovations
Ardia, David
;
Hoogerheide, Lennart F.
-
Tinbergen Instituut
-
2010
This note presents the R package bayesGARCH (Ardia, 2007) which provides functions for the
Bayesian
estimation of the …
Persistent link: https://www.econbiz.de/10011256998
Saved in:
4
Bayesian
Estimation of the GARCH(1,1) Model with Student-t Innovations
Ardia, David
;
Hoogerheide, Lennart F.
-
Tinbergen Institute
-
2010
This note presents the R package bayesGARCH (Ardia, 2007) which provides functions for the
Bayesian
estimation of the …
Persistent link: https://www.econbiz.de/10008838647
Saved in:
5
Bayesian
Estimation of the GARCH(1,1) Model with Student-t Innovations
Ardia, David
;
Hoogerheide, Lennart F.
-
2010
This note presents the R package bayesGARCH (Ardia, 2007) which provides functions for the
Bayesian
estimation of the …
Persistent link: https://www.econbiz.de/10010325986
Saved in:
6
Efficient
Bayesian
estimation and combination of GARCH-type models
Ardia, David
;
Hoogerheide, Lennart F.
-
2010
-
This version: January 22, 2010
This paper proposes an up-to-date review of estimation strategies available for the
Bayesian
inference of GARCH …
Persistent link: https://www.econbiz.de/10011380465
Saved in:
7
Neural network based approximations to posterior densities : a class of flexible sampling methods with applications to reduced rank models
Hoogerheide, Lennart F.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056010
Saved in:
8
On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank : an application of flexible sampling methods using neural networ...
Hoogerheide, Lennart F.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002823287
Saved in:
9
Bayesian
forecasting of value at risk and expected shortfall using adaptive importance sampling
Hoogerheide, Lennart F.
;
Dijk, Herman K. van
-
2008
Persistent link: https://www.econbiz.de/10003774522
Saved in:
10
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
Ardia, David
;
Baştürk, Nalan
;
Hoogerheide, Lennart F.
; …
-
2010
Persistent link: https://www.econbiz.de/10003985264
Saved in:
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