2
H index
1
i10 index
25
Citations
Universitat de les Illes Balears | 2 H index 1 i10 index 25 Citations RESEARCH PRODUCTION: 3 Articles 1 Papers RESEARCH ACTIVITY: 4 years (2015 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pvi438 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Audrone Virbickaite. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | The Bayesian Context Trees State Space Model for time series modelling and forecasting. (2023). Kontoyiannis, Ioannis ; Papageorgiou, Ioannis. In: Papers. RePEc:arx:papers:2308.00913. Full description at Econpapers || Download paper |
2023 | Variational Inference for GARCH-family Models. (2023). Iosifidis, Alexandros ; Magris, Martin. In: Papers. RePEc:arx:papers:2310.03435. Full description at Econpapers || Download paper |
2023 | Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models. (2023). Virbickait, Audron ; Nguyen, Hoang. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002360. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2015 | BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 15 |
2016 | A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 7 |
2018 | Particle Learning for Bayesian Semi-Parametric Stochastic Volatility Model In: DEA Working Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | Bayesian semiparametric Markov switching stochastic volatility model In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 1 |
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