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20212024
most citedOptions Pricing under Bayesian MS-VAR Process

2 citations · 5 across the 14 of their papers we have counts for

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econ.EM2024

EM Estimation of Conditional Matrix Variate Distributions

Battulga Gankhuu

Conditional matrix variate student distribution was introduced by Battulga (2024a). In this paper, we propose a new version of the conditional matrix variate student distri…

econ.EM2024

Bayesian Markov-Switching Vector Autoregressive Process

Battulga Gankhuu

This study introduces marginal density functions of the general Bayesian Markov-Switching Vector Autoregressive (MS-VAR) process. In the case of the Bayesian MS-VAR process, we pro…