✦ LIBER ✦

A Bayesian semiparametric model for volatility with a leverage effect

✍ Scribed by E.-I. Delatola; J.E. Griffin

Book ID: 119223995
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 575 KB
Volume: 60
Category: Article
ISSN: 0167-9473
DOI: 10.1016/j.csda.2012.10.023

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Bayesian Semiparametric Item Response

A Bayesian Semiparametric Item Response Model with Dirichlet

✍ Kei Miyazaki; Takahiro Hoshino 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 981 KB

A Bayesian Semiparametric Survival Model

A Bayesian Semiparametric Survival Model with Longitudinal Markers

✍ Song Zhang; Peter Müller; Kim-Anh Do 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 198 KB

Efficient Bayesian estimation of a multi

Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors

✍ Tsunehiro Ishihara; Yasuhiro Omori 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 463 KB

Bayesian Semiparametric Models for Survi

Bayesian Semiparametric Models for Survival Data with a Cure Fraction

✍ Joseph G. Ibrahim; Ming-Hui Chen; Debajyoti Sinha 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 562 KB

A semiparametric Bayesian approach for s

A semiparametric Bayesian approach for structural equation models

✍ Xin-Yuan Song; Jun-Hao Pan; Timothy Kwok; Liesbeth Vandenput; Claes Ohlsson; Pin 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 467 KB 👁 1 views

A semiparametric Bayesian proportional h

A semiparametric Bayesian proportional hazards model for interval censored data with frailty effects

✍ Volkmar Henschel; Jutta Engel; Dieter Hölzel; Ulrich Mansmann 📂 Article 📅 2009 🏛 BioMed Central 🌐 English ⚖ 566 KB