A Threshold Autoregressive Asymmetric Stochastic Volatility Strategy to Alert<br /> of Violations of the Air Quality Standards Journal title: International Journal of Environmental Research Authors: J. M. Montero Lorenzo, M. C. Garcia-Centeno, G. Fernandez-Aviles Subject(s):
Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models Journal title: Dynamic Econometric Models Authors: Anna Pajor Subject(s): Economics, Orthopedics, Health Care Sciences & Services, Medicine, Research & Experimental, Public, Environmental & Occupational Health, Primary Health Care, Business, Business, Finance
Bayesian Optimal Portfolio Selection in the MSF-SBEKK Model Journal title: Dynamic Econometric Models Authors: Anna Pajor Subject(s): Economics, Orthopedics, Health Care Sciences & Services, Medicine, Research & Experimental, Public, Environmental & Occupational Health, Primary Health Care, Business, Business, Finance