| Title | Other author(s) | |
|---|---|---|
Bayesian Semiparametric Multivariate GARCH ModelingAtlanta Fed Working papers [View] (Paper: 2012-09, 23.07.2012) |
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Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process MixtureAtlanta Fed Working papers [View] (Paper: 2012-06, 28.04.2012) |
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Real Time Detection of Structural Breaks in GARCH ModelsBank of Canada Working papers [View] (Paper: 2009-31, 17.11.2009) |
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Bayesian Semiparametric Stochastic Volatility ModelingAtlanta Fed Working papers [View] (Paper: 2008-15, 13.06.2008) |
