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Stochastic volatility : univariate and multivariate extensions

Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - 1995

Persistent link: https://www.econbiz.de/10000918910

Models and priors for multivariate stochastic volatility

Jacquier, Eric; Polson, Nicholas G.; Rossi, Peter E. - 1995 - Rev

Persistent link: https://www.econbiz.de/10000925647

Diagnostic measures for model criticism

Carota, Cinzia; Parmigiani, Giovanni; Polson, Nicholas G. - 1994

Persistent link: https://www.econbiz.de/10000899160

Bayesian inference

Polson, Nicholas G. (contributor); … - 1995

Persistent link: https://www.econbiz.de/10000905283

Bayesian inference ; 1

Polson, Nicholas G. (ed.); Tiao, George C. (ed.) - 1995

Persistent link: https://www.econbiz.de/10000905284

Bayesian inference ; 2

Polson, Nicholas G. (ed.); Tiao, George C. (ed.) - 1995

Persistent link: https://www.econbiz.de/10000905285

Regularizing Bayesian predictive regressions

Feng, Guanhao; Polson, Nicholas G. - In: The journal of asset management 21 (2020) 7, pp. 591-608

Persistent link: https://www.econbiz.de/10012421072

Particle learning for fat-tailed distributions

Lopes, Hedibert Freitas; Polson, Nicholas G. - In: Econometric reviews 35 (2016) 8/10, pp. 1666-1691

Persistent link: https://www.econbiz.de/10011592384

Sequential bayesian learning for stochastic volatility with variance-gamma jumps in returns

Warty, Samir P.; Lopes, Hehibert F.; Polson, Nicholas G. - 2014

Persistent link: https://www.econbiz.de/10010440180

BAYESIAN INFERENCE

Polson, Nicholas G. (contributor); … - Edward Elgar

This two volume set is a collection of 30 classic papers presenting ideas which have now become standard in the field of Bayesian inference. Topics covered include the central field of statistical inference as well as applications to areas of probability theory, information theory, utility...

Persistent link: https://www.econbiz.de/10011253266

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