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May 08 2014 |
Márcio P. Laurini and Roberto B. Mauad |
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The stochastic volatility model with random jumps and its application to BRL/USD exchange rate. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Jul 25 2011 |
Marcio Laurini |
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Bayesian Factor Selection in Dynamic Term Structure Models |
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Abstract Contact Information Citation Full Text - Note |
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Aug 28 2010 |
Ivan Jeliazkov and Rui Liu |
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A model-based ranking of U.S. recessions |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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Apr 14 2008 |
Katsuhiro Sugita |
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Bayesian analysis of a vector autoregressive model with multiple structural breaks |
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Abstract Contact Information Citation Full Text - Note |
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