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Bayesian testing for non-linearity in volatility modeling

, , и . Computational Statistics & Data Analysis, 51 (3): 2029--2042 (01.12.2006)

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Bayesian testing for non-linearity in volatility modeling, , и . Computational Statistics & Data Analysis, 51 (3): 2029--2042 (01.12.2006)Risk Management Application of the Recurrent Mixture Density Network Models., , и . ICANN, том 2714 из Lecture Notes in Computer Science, стр. 589-596. Springer, (2003)Neural Network Models for Conditional Distribution Under Bayesian Analysis., , и . Neural Comput., 20 (2): 504-522 (2008)