Details about Audrone Virbickaite

Access statistics for papers by Audrone Virbickaite.

Last updated 2024-12-20. Update your information in the RePEc Author Service.

Short-id: pvi438

Working Papers

2023

1. Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models
   Working Papers, Örebro University, School of Business View citations (2)
   See also Journal Article Bayesian predictive distributions of oil returns using mixed data sampling volatility models, Resources Policy, Elsevier (2023) View citations (1) (2023)

2022

2. Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
   Working Papers, Örebro University, School of Business
   See also Journal Article Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models, Energy Economics, Elsevier (2023) View citations (3) (2023)

2019

3. Sequential Stock Return Prediction Through Copulas
   DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada

2018

4. Particle Learning for Bayesian Semi-Parametric Stochastic Volatility Model
   DEA Working Papers, Universitat de les Illes Balears, Departament d'Economía Aplicada View citations (1)
   See also Journal Article Particle learning for Bayesian semi-parametric stochastic volatility model, Econometric Reviews, Taylor & Francis Journals (2019) View citations (3) (2019)

Journal Articles

2023

1. Bayesian predictive distributions of oil returns using mixed data sampling volatility models
   Resources Policy, 2023, 86, (PA) View citations (1)
   See also Working Paper Bayesian Predictive Distributions of Oil Returns Using Mixed Data Sampling Volatility Models, Working Papers (2023) View citations (2) (2023)
2. Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
   Energy Economics, 2023, 124, (C) View citations (3)
   See also Working Paper Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models, Working Papers (2022) (2022)

2021

3. How Local tourism managers can benefit from national surveys: estimating tourism and restaurant expenditures for small market segments
   Current Issues in Tourism, 2021, 24, (24), 3433-3449

2020

4. Bayesian sequential stock return prediction through copulas
   The Journal of Economic Asymmetries, 2020, 22, (C)
5. Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction
   Energy Economics, 2020, 92, (C) View citations (4)

2019

6. Bayesian semiparametric Markov switching stochastic volatility model
   Applied Stochastic Models in Business and Industry, 2019, 35, (4), 978-997 View citations (1)
7. Particle learning for Bayesian semi-parametric stochastic volatility model
   Econometric Reviews, 2019, 38, (9), 1007-1023 View citations (3)
   See also Working Paper Particle Learning for Bayesian Semi-Parametric Stochastic Volatility Model, DEA Working Papers (2018) View citations (1) (2018)

2016

8. A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection
   Computational Statistics & Data Analysis, 2016, 100, (C), 814-829 View citations (9)

2015

9. BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY
   Journal of Economic Surveys, 2015, 29, (1), 76-96 View citations (15)