Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models von Nguyen, Hoang, Virbickaitė, Audronė

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Bayesian predictive distributions of oil returns using mixed data sampling volatility models von Virbickaitė, Audronė, Nguyen, Hoang, Tran, Minh-Ngoc

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Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction von Virbickaitė, Audronė, Ausín, M. Concepción, Galeano, Pedro

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A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection von Virbickaitė, Audronė, Ausín, M. Concepción, Galeano, Pedro

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Bayesian sequential stock return prediction through copulas von Virbickaitė, Audronė, Frey, Christoph, Macedo, Demian N.

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Structured factor copulas for modeling the systemic risk of European and United States banks von Nguyen, Hoang, Virbickaitė, Audronė, Ausín, M. Concepción, Galeano, Pedro

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Bayesian Inference Methods for Univariate and Multivariate GARCH Models: a Survey von Virbickaitė, Audronė, Ausín, M Concepción, Galeano, Pedro

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El rol de los requerimientos de capital en el mercado interbancario von Macedo, Demian Nicolás, Virbickaite, Audrone

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