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Publications by Domenico Sartore

Bayesian Markov Switching Stochastic Correlation Models

SSRN Electronic Journal

English

Non Central Moments of the Truncated Normal Variable

SSRN Electronic Journal

English

CDS Industrial Sector Indices, Credit and Liquidity Risk

English

Related publications

Markov Switching GARCH Models for Bayesian Hedging on Energy Futures Markets

SSRN Electronic Journal

English

Improving Markov Switching Models Using Realized Variance

Journal of Applied Econometrics

Social Sciences

English

Mixed-Frequency VAR Models With Markov-Switching Dynamics

Economics Letters

English

Bayesian Inference for Periodic Regime-Switching Models

Journal of Applied Econometrics

Social Sciences

English

Modeling Systemic Risk With Markov Switching Graphical SUR Models

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Markov Regime Switching of Stochastic Volatility Lévy Model on Approximation Mode

Journal of Applied Mathematics

Applied Mathematics

English

Time-Varying Transition Probabilities for Markov Regime Switching Models

Journal of Time Series Analysis

Applied Mathematics

English

A Stochastic Method for Bayesian Estimation of Hidden Markov Random Field Models With Application to a Color Model

IEEE Transactions on Image Processing

Computer Graphics

Computer-Aided Design

English

Bayesian Inference of Asymmetric Stochastic Conditional Duration Models

Journal of Statistical Computation and Simulation

Applied Mathematics

English