Audrone Virbickaite
Names
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Audrone |
| last: |
Virbickaite |
Identifer
Contact
Affiliations
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Universitat de les Illes Balears
/ Facultat de Ciències Econòmiques i Empresarials
/ Departament d'Economia Aplicada
Research profile
author of:
- Bayesian Inference Methods For Univariate And Multivariate Garch Models: A Survey (RePEc:bla:jecsur:v:29:y:2015:i:1:p:76-96)
by Audrone Virbickaite & M. Concepción Ausín & Pedro Galeano - A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection (RePEc:eee:csdana:v:100:y:2016:i:c:p:814-829)
by Virbickaitė, Audronė & Ausín, M. Concepción & Galeano, Pedro - Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models (RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002360)
by Nguyen, Hoang & Virbickaitė, Audronė - Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction (RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303017)
by Virbickaitė, Audronė & Ausín, M. Concepción & Galeano, Pedro - Bayesian sequential stock return prediction through copulas (RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300207)
by Virbickaitė, Audronė & Frey, Christoph & Macedo, Demian N. - Bayesian predictive distributions of oil returns using mixed data sampling volatility models (RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008784)
by Virbickaitė, Audronė & Nguyen, Hoang & Tran, Minh-Ngoc - Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models (RePEc:hhs:oruesi:2022_005)
by Nguyen, Hoang & Virbickaite, Audrone - Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models (RePEc:hhs:oruesi:2023_007)
by Virbickaite, Audrone & Nguyen, Hoang & Tran, Minh-Ngoc - Particle learning for Bayesian semi-parametric stochastic volatility model (RePEc:taf:emetrv:v:38:y:2019:i:9:p:1007-1023)
by Audronė Virbickaitė & Hedibert F. Lopes & M. Concepción Ausín & Pedro Galeano - How Local tourism managers can benefit from national surveys: estimating tourism and restaurant expenditures for small market segments (RePEc:taf:rcitxx:v:24:y:2021:i:24:p:3433-3449)
by Jaume Rosselló & Andreu Sansó & Audronė Virbickaitė - Particle Learning for Bayesian Semi-Parametric Stochastic Volatility Model (RePEc:ubi:deawps:88)
by Audrone Virbickaite & Hedibert F. Lopes & Maria Concepción Ausín & Pedro Galeano - Sequential Stock Return Prediction Through Copulas (RePEc:ubi:deawps:91)
by Audrone Virbickaite & Christoph Frey & Demian N. Macedo - Bayesian semiparametric Markov switching stochastic volatility model (RePEc:wly:apsmbi:v:35:y:2019:i:4:p:978-997)
by Audronė Virbickaitė & Hedibert F. Lopes