Browsing All of EconStor by Author Tran, Minh-Ngoc
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2019 | Hamiltonian Monte Carlo with energy conserving subsampling | Dang, Khue-Dung; Quiroz, Matias; Kohn, Robert; Tran, Minh-Ngoc; Villani, Mattias |
2019 | Subsampling Sequential Monte Carlo for static Bayesian models | Gunawan, David; Dang, Khue-Dung; Quiroz, Matias; Kohn, Robert; Tran, Minh-Ngoc |
2021 | A dynamic leverage stochastic volatility model | Nguyen, Hoang; Nguyen, Trong-Nghia; Tran, Minh-Ngoc |
2023 | Bayesian predictive distributions of oil returns using mixed data sampling volatility models | Virbickaite, Audrone; Nguyen, Hoang; Tran, Minh-Ngoc |