A Bayesian Semiparametric Multiplicative Error Model With an Application to Realized Volatility (English)
- New search for: Solgi, Reza
- New search for: Mira, Antonietta
- New search for: Solgi, Reza
- New search for: Mira, Antonietta
In:
Journal of computational and graphical statistics
;
22
, 3
;
558-583
;
2013
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ISSN:
- Article (Journal) / Print
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Title:A Bayesian Semiparametric Multiplicative Error Model With an Application to Realized Volatility
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Contributors:Solgi, Reza ( author ) / Mira, Antonietta ( author )
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Published in:Journal of computational and graphical statistics ; 22, 3 ; 558-583
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Publisher:
- New search for: AMERICAN STATISTICAL ASSOCIATION
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Publication date:2013-01-01
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Size:26 pages
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ISSN:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 519.50285
- Further information on Dewey Decimal Classification
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Classification:
DDC: 519.50285 -
Source:
© Metadata Copyright the British Library Board and other contributors. All rights reserved.
Table of contents – Volume 22, Issue 3
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 515
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EditorialLevine, Rich et al. | 2013
- 518
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Evidence and Bayes Factor Estimation for Gibbs Random FieldsFriel, Nial et al. | 2013
- 533
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Computational Aspects of Bayesian Spectral Density EstimationChopin, N. / Rousseau, J. / Liseo, B. et al. | 2013
- 558
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A Bayesian Semiparametric Multiplicative Error Model With an Application to Realized VolatilitySolgi, Reza / Mira, Antonietta et al. | 2013
- 584
-
Bayesian Inference on a Mixture Model With Spatial DependenceCucala, Lionel / Marin, Jean-michel et al. | 2013
- 598
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Thank God That Regressing Y on X is Not the Same as Regressing X on Y: Direct and Indirect Residual AugmentationsXu, Xiaojin / Meng, Xiao-Li / Yu, Yaming et al. | 2013
- 623
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Annealed Importance Sampling Reversible Jump MCMC AlgorithmsKaragiannis, Georgios / Andrieu, Christophe et al. | 2013
- 649
-
An Adaptive Parallel Tempering AlgorithmMiasojedow, Błażej / Moulines, Eric / Vihola, Matti et al. | 2013
- 665
-
Data Augmentation for DiffusionsPapaspiliopoulos, Omiros / Roberts, Gareth O. / Stramer, Osnat et al. | 2013
- 689
-
On a Class of Shrinkage Priors for Covariance Matrix EstimationWang, Hao / Pillai, Natesh S. et al. | 2013
- 708
-
Adaptive Markov Chain Monte Carlo for Bayesian Variable SelectionJi, Chunlin / Schmidler, Scott C. et al. | 2013
- 729
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Adaptive Monte Carlo for Bayesian Variable Selection in Regression ModelsLamnisos, Demetris / Griffin, Jim E. / Steel, Mark F.J. et al. | 2013
- 749
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An Adaptive Interacting Wang–Landau Algorithm for Automatic Density ExplorationBornn, Luke / Jacob, Pierre E. / Del Moral, Pierre / Doucet, Arnaud et al. | 2013
- 774
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Recent Publications in JSS| 2013