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Bayesian subset selection for two-threshold variable autoregressive models
Ni, Shuxia; Xia, Qiang; Liu, Jinshan - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 4, pp. 1-16
Persistent link: https://www.econbiz.de/10011965304
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Electric vehicle charging station search in stochastic environments
Guillet, Marianne; Hiermann, Gerhard; Kröller, Alexander; … - In: Transportation science 56 (2022) 2, pp. 483-500
Persistent link: https://www.econbiz.de/10013365515
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Particle Markov chain Monte Carlo techniques of unobserved component time series models using ox
Nonejad, Nima - In: Journal of time series econometrics 8 (2016) 1, pp. 55-90
Persistent link: https://www.econbiz.de/10011440481
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A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles
Miao, Jianjun; Wang, Pengfei; Xu, Zhiwei - In: Quantitative economics : QE ; journal of the … 6 (2015) 3, pp. 599-635
Persistent link: https://www.econbiz.de/10011440574
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Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets
Fileccia, Gaetano; Sgarra, Carlo - In: International journal of computational economics and … 5 (2015) 4, pp. 451-479
Persistent link: https://www.econbiz.de/10011440890
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On the Bayesian risk evaluation of minimum guarantees in variable annuities
Byoung Hark Yoo; Ko, Bangwon; Kwon, Hyuk-Sung - In: Asia-Pacific journal of risk and insurance : APJRI 10 (2016) 1, pp. 21-43
Persistent link: https://www.econbiz.de/10011410497
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Bayesian inference for a structural credit risk model with stochastic volatility and stochastic interest rates
Rodriguez, Abel; Horst, Enrique ter; Malone, Samuel - In: Journal of financial econometrics : official journal of … 13 (2015) 4, pp. 839-867
Persistent link: https://www.econbiz.de/10011417815
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High dimensional dynamic stochastic copula models
Creal, Drew; Tsay, Ruey S. - In: Journal of econometrics 189 (2015) 2, pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
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Bayesian switching multiple disorder problems
Gapeev, Pavel V. - In: Mathematics of operations research 41 (2016) 3, pp. 1108-1124
Persistent link: https://www.econbiz.de/10011520840
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New volatility models under a Bayesian perspective : a case study
Cuervo, Edilberto Cepeda; Achcar, Jorge Alberto; … - In: Economia aplicada : EA 18 (2014) 2, pp. 179-197
Persistent link: https://www.econbiz.de/10011449738