Audronė Virbickaitė - Publications, H-index & Citations

Audronė Virbickaitė

CUNEF Universidad

6H指数

25论文数

77被引数

收录论文 7

发表时间

Intraday volatility transmission in global energy markets: A Bayesian nonparametric approach 全球能源市场日内波动率传导：贝叶斯非参数方法

Journal of Commodity Markets

IF4.5

2025-07-31

PREAI

Martina Danielova Zaharieva; Audronė Virbickaitė; André Portela Santos

Multivariate dynamic mixed-frequency density pooling for financial forecasting 多元动态混合频率密度池化用于金融预测

International Journal of Forecasting

IF7.1

2024-12-25

OAAI

Audronė Virbickaitė; Hedibert F. Lopes; Martina Danielova Zaharieva

Structured factor copulas for modeling the systemic risk of European and United States banks

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2024-11-01

OAAI

Nguyen, Hoang; Virbickait, Audrone; Ausin, M. Concepcion; Galeano, Pedro

Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models

ENERGY ECONOMICS

IF14.2

2023-08-01

OAAI

Nguyen, Hoang; Virbickaite, Audrone

How Local tourism managers can benefit from national surveys: estimating tourism and restaurant expenditures for small market segments

CURRENT ISSUES IN TOURISM

IF4.6

2021-04-10

PREAI

Rossello, Jaume; Sanso, Andreu; Virbickaite, Audrone

Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction

ENERGY ECONOMICS

IF14.2

2020-10-01

PREAI

Virbickaite, Audrone; Ausin, M. Concepcion; Galeano, Pedro

BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY

JOURNAL OF ECONOMIC SURVEYS

IF5

2013-09-10

OAAI

Virbickaite, Audrone; Concepcion Ausin, M.; Galeano, Pedro

研究方向