Osuntuyi, Anthony
4  Ergebnisse:
Personensuche X
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1

Bayesian Nonparametric Panel Markov-Switching GARCH Models:

Casarin, Roberto ; Costantini, Mauro ; Osuntuyi, Anthony
Journal of Business & Economic Statistics.  42 (2023)  1 - p. 135-146 , 2023
 
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4

Efficient Gibbs sampling for Markov switching GARCH models:

Billio, Monica ; Casarin, Roberto ; Osuntuyi, Anthony
Computational Statistics & Data Analysis.  100 (2016)  - p. 37-57 , 2016
 
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