Recurrent Conditional Heteroskedasticity

25 October 2020

Papers citing "Recurrent Conditional Heteroskedasticity"

3 / 3 papers shown

Title
Variational Inference for GARCH-family Models M. Magris Alexandros Iosifidis 41 1 0 05 Oct 2023
Generalized Autoregressive Score Trees and Forests Andrew J. Patton Yasin Şimşek 28 3 0 30 May 2023
A practical tutorial on Variational Bayes Minh-Ngoc Tran Trong-Nghia Nguyen Viet-Hung Dao BDL 34 38 0 01 Mar 2021