research
∙
11/29/2022
Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications
This article proposes a novel Bayesian multivariate quantile regression ...
share
research
∙
11/15/2022
Robust estimation for Threshold Autoregressive Moving-Average models
Threshold autoregressive moving-average (TARMA) models are popular in ti...
research
∙
01/04/2022
A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources
This paper examines the dependence between electricity prices, demand, a...
research
∙
06/19/2020
