1 Bedford, T., "Vines-a new graphical model for dependent random variables" 30 : 1031-1068, 2002
2 Chib, S., "Understanding the Metropolis-Hasting Algorithm" 49 : 327-335, 1995
3 Ausin, M.C., "Time-varying joint distribution through copulas" 54 : 2383-2399, 2010
4 Aas, K., "Pair-copula constructions of multiple dependence" 44 : 182-198, 2009
5 Bauwens, L., "Multivariate GARCH models : a survey" 21 : 79-109, 2006
6 Chib, S., "Marginal Likelihood From the Metropolis Hastings Output" 96 : 270-281, 2001
7 Ang, A., "International asset allocation with regime shifts" 15 : 1137-1187, 2002
8 Andrews, D. W. K., "Heteroskedasticity and autocorrelation consistent covariance matrix estimation" 59 : 817-858, 1991
9 Abramowitz, M., "Handbook of Mathematical Functions:With Formulas, Graphs, and Mathematical Tables" Dover Publications 1970
10 Almeida, C., "Efficient Bayesian inference for stochastic time-varying copula models" 56 : 1511-1527, 2012
1 Bedford, T., "Vines-a new graphical model for dependent random variables" 30 : 1031-1068, 2002
2 Chib, S., "Understanding the Metropolis-Hasting Algorithm" 49 : 327-335, 1995
3 Ausin, M.C., "Time-varying joint distribution through copulas" 54 : 2383-2399, 2010
4 Aas, K., "Pair-copula constructions of multiple dependence" 44 : 182-198, 2009
5 Bauwens, L., "Multivariate GARCH models : a survey" 21 : 79-109, 2006
6 Chib, S., "Marginal Likelihood From the Metropolis Hastings Output" 96 : 270-281, 2001
7 Ang, A., "International asset allocation with regime shifts" 15 : 1137-1187, 2002
8 Andrews, D. W. K., "Heteroskedasticity and autocorrelation consistent covariance matrix estimation" 59 : 817-858, 1991
9 Abramowitz, M., "Handbook of Mathematical Functions:With Formulas, Graphs, and Mathematical Tables" Dover Publications 1970
10 Almeida, C., "Efficient Bayesian inference for stochastic time-varying copula models" 56 : 1511-1527, 2012
11 Cherubini, G., "Dynamic Copula Method in Finance" Wiley and Sons Ltd 2012
12 Berg, A., "Deviance Information Criterion for Comparing Stochastic Volatility Models" 22 : 107-120, 2004
13 Cherubini, G., "Copula methods in Finance" John Wiley and Sons Ltd 2004
14 Bauwens, L., "Bayesian inference on GARCH models using the Gibbs sampler" 1 : C23-C46, 1998
15 Ang, A., "Asymmetric correlations of equity portfolios" 63 : 443-494, 2002
16 Carpenter, J., "An improved particle filter for non-linear problems" 146 : 2-7, 1999
17 Cappe, O., "An Overview of Existing Methods and Recent Advances In Sequential Monte Carlo" 95 : 899-924, 2007