Affiliation:
1. Bank for International Settlements, Basel, Switzerland
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference58 articles.
1. The Generalized Hyperbolic Skew Student's t-Distribution
2. Bayesian Estimation of a Skew-Student-t Stochastic Volatility Model
3. O. Aguilar, R. Prado, G. Huerta, and M. West, Bayesian inference on latent structure in time series (with discussion), Bayesian Statistics 6, J. M. Bernardo, J. O. Berger, A. P. Dawid, and A. F. M. Smith, eds., Oxford University Press, Oxford, 1999, pp. 3–26.
4. Bayesian Dynamic Factor Models and Portfolio Allocation
5. Bayesian Graphical Models for STructural Vector Autoregressive Processes
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献