✦ LIBER ✦

GARCH dependence in extreme value models with Bayesian inference

✍ Scribed by Xin Zhao; Carl John Scarrott; Les Oxley; Marco Reale

Publisher: Elsevier Science
Year: 2011
Tongue: English
Weight: 469 KB
Volume: 81
Category: Article
ISSN: 0378-4754
DOI: 10.1016/j.matcom.2010.08.002

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A note on Bayesian inference in a regres

A note on Bayesian inference in a regression model with elliptical errors

✍ Jacek Osiewalski 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 585 KB

Bayesian inference for the mover–stayer

Bayesian inference for the mover–stayer model in continuous time with an application to labour market transition data

✍ Denis Fougère; Thierry Kamionka 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 318 KB

## Abstract This paper presents Bayesian inference procedures for the continuous time mover–stayer model applied to labour market transition data collected in discrete time. These methods allow us to derive the probability of embeddability of the discrete‐time modelling with the continuous‐time one

Minimizing Risk Models in Markov Decisio

Minimizing Risk Models in Markov Decision Processes with Policies Depending on Target Values

✍ Congbin Wu; Yuanlie Lin 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 143 KB