Bayesian modeling of financial returns: A relationship between volatility and trading volume.
- Published in:
- Applied Stochastic Models in Business & Industry, 2010, v. 26, n. 2, p. 172, doi. 10.1002/asmb.789
- By:
- Publication type:
- Article
Works by Lopes, Hedibert F.
Results: 22
1
2
On the Long-Run Volatility of Stocks.
- Published in:
- Journal of the American Statistical Association, 2018, v. 113, n. 523, p. 1050, doi. 10.1080/01621459.2017.1407769
- By:
- Publication type:
- Article
3
Segmental dataset and whole body expression data do not support the hypothesis that non-random movement is an intrinsic property of Drosophila retrogenes.
- Published in:
- BMC Evolutionary Biology, 2012, v. 12, n. 1, p. 169, doi. 10.1186/1471-2148-12-169
- By:
- Publication type:
- Article
4
Modeling sea‐level processes on the U.S. Atlantic Coast.
- Published in:
- Environmetrics, 2020, v. 31, n. 4, p. 1, doi. 10.1002/env.2609
- By:
- Publication type:
- Article
5
Spatio-temporal models for mapping the incidence of malaria in Par.
- Published in:
- Environmetrics, 2005, v. 16, n. 3, p. 291, doi. 10.1002/env.704
- By:
- Publication type:
- Article
6
Bayesian generalizations of the integer-valued autoregressive model.
- Published in:
- Journal of Applied Statistics, 2022, v. 49, n. 2, p. 336, doi. 10.1080/02664763.2020.1812544
- By:
- Publication type:
- Article
7
Efficient Sampling for Gaussian Linear Regression With Arbitrary Priors.
- Published in:
- Journal of Computational & Graphical Statistics, 2019, v. 28, n. 1, p. 142, doi. 10.1080/10618600.2018.1482762
- By:
- Publication type:
- Article
8
Probabilistic Nearest Neighbors Classification.
- Published in:
- Entropy, 2024, v. 26, n. 1, p. 39, doi. 10.3390/e26010039
- By:
- Publication type:
- Article
9
Prior Sensitivity Analysis in a Semi-Parametric Integer-Valued Time Series Model.
- Published in:
- Entropy, 2020, v. 22, n. 1, p. 69, doi. 10.3390/e22010069
- By:
- Publication type:
- Article
10
Bayesian analysis of extreme events with threshold estimation.
- Published in:
- Statistical Modelling: An International Journal, 2004, v. 4, n. 3, p. 227, doi. 10.1191/1471082X04st075oa
- By:
- Publication type:
- Article
11
Bayesian semiparametric Markov switching stochastic volatility model.
- Published in:
- Applied Stochastic Models in Business & Industry, 2019, v. 35, n. 4, p. 978, doi. 10.1002/asmb.2434
- By:
- Publication type:
- Article
12
Rejoinder to “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” Reply to the discussions by Nalini Ravishanker and Refik Soyer.
- Published in:
- 2018
- By:
- Publication type:
- Letter to the Editor
13
Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns.
- Published in:
- Applied Stochastic Models in Business & Industry, 2018, v. 34, n. 4, p. 460, doi. 10.1002/asmb.2258
- By:
- Publication type:
- Article
14
Discussion of ‘Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category’ by Serhiyenko, Ravishanker and Venkatesan.
- Published in:
- Applied Stochastic Models in Business & Industry, 2018, v. 34, n. 1, p. 81, doi. 10.1002/asmb.2288
- By:
- Publication type:
- Article
15
Particle filters and Bayesian inference in financial econometrics.
- Published in:
- Journal of Forecasting, 2011, v. 30, n. 1, p. 168, doi. 10.1002/for.1195
- By:
- Publication type:
- Article
16
Decoupling Shrinkage and Selection in Gaussian Linear Factor Analysis.
- Published in:
- Bayesian Analysis, 2024, v. 19, n. 1, p. 181, doi. 10.1214/22-BA1349
- By:
- Publication type:
- Article
17
Walk on the Wild Side: Temporarily Unstable Paths and Multiplicative Sunspots.
- Published in:
- American Economic Review, 2019, v. 109, n. 5, p. 1805, doi. 10.1257/aer.20160576
- By:
- Publication type:
- Article
18
Bayesian Model Uncertainty In Smooth Transition Autoregressions.
- Published in:
- Journal of Time Series Analysis, 2006, v. 27, n. 1, p. 99, doi. 10.1111/j.1467-9892.2005.00455.x
- By:
- Publication type:
- Article
19
Particle learning for Bayesian semi-parametric stochastic volatility model.
- Published in:
- Econometric Reviews, 2019, v. 38, n. 9, p. 1007, doi. 10.1080/07474938.2018.1514022
- By:
- Publication type:
- Article
20
Particle Learning for Fat-Tailed Distributions.
- Published in:
- Econometric Reviews, 2016, v. 35, n. 8-10, p. 1666, doi. 10.1080/07474938.2015.1092809
- By:
- Publication type:
- Article
21
BAYESIAN ESTIMATION OF RUIN PROBABILITIES WITH A HETEROGENEOUS AND HEAVY-TAILED INSURANCE CLAIM-SIZE DISTRIBUTION.
- Published in:
- Australian & New Zealand Journal of Statistics, 2007, v. 49, n. 4, p. 415, doi. 10.1111/j.1467-842X.2007.00492.x
- By:
- Publication type:
- Article
22
Stage-Specific Expression Profiling of Drosophila Spermatogenesis Suggests that Meiotic Sex Chromosome Inactivation Drives Genomic Relocation of Testis-Expressed Genes.
- Published in:
- PLoS Genetics, 2009, v. 5, n. 11, p. 1, doi. 10.1371/journal.pgen.1000731
- By:
- Publication type:
- Article