We estimate by Bayesian inference the mixed conditional heteroskedasticity model of Haas et al. (2004a Journal of Financial Econometrics 2, 211–50). We construct a Gibbs sampler algorithm to compute ...
1. Resource selection functions (RSFs) are becoming a dominant tool in habitat selection studies.RSF coefficients can be estimated with unconditional (standard) and conditional logistic regressions.
Generated from progenitor cells, ICSP cells are easier to produce than iPS cells and show therapeutic benefit in a rodent stroke model. In the past few months, a slew of papers have indicated that the ...
In this paper we extend the conditional autoregressive range (CARR) model to the asymmetric CARR mixed data sampling (ACARR-MIDAS) model, which takes into consideration volatility asymmetry as well as ...