Search

A. Virbickaite

Structured factor copulas for modeling the systemic risk of European and United States banks
Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction
Particle learning for Bayesian semi-parametric stochastic volatility model
A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with applications to portfolio selection
Bayesian inference methods for univariate and multivariate GARCH models: A survey

Published with Hugo Blox Builder — the free, open source website builder that empowers creators.