| Bayesian inference methods for univariate and multivariate GARCH models: A survey A Virbickaite, MC Ausín, P Galeano Journal of Economic Surveys 29 (1), 76-96, 2015 | 60 | 2015 |
| A Bayesian Non-Parametric Approach to Asymmetric Dynamic Conditional Correlation Model With Application to Portfolio Selection A Virbickaite, C Ausín, P Galeano Computational Statistics and Data Analysis 100 (August), 814–829, 2014 | 26 | 2014 |
| Particle learning for Bayesian non-parametric stochastic volatility model A Virbickaite, HF Lopes, MC Ausín Olivera, P Galeano San Miguel Econometric Reviews 38 (9), 1007-1023, 2019 | 20* | 2019 |
| Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models H Nguyen, A Virbickaitė Energy Economics 124, 106738, 2023 | 8 | 2023 |
| Bayesian semiparametric Markov switching stochastic volatility model A Virbickaitė, HF Lopes Applied Stochastic Models in Business and Industry 35 (4), 978-997, 2019 | 8 | 2019 |
| How Local tourism managers can benefit from national surveys: estimating tourism and restaurant expenditures for small market segments J Rosselló, A Sansó, A Virbickaitė Current Issues in Tourism 24 (24), 3433-3449, 2021 | 4 | 2021 |
| Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction A Virbickaitė, MC Ausin, P Galeano Energy Economics 92, 104961, 2020 | 4 | 2020 |
| Bayesian sequential stock return prediction through copulas A Virbickaitė, C Frey, DN Macedo The Journal of Economic Asymmetries 22, e00173, 2020 | 3 | 2020 |
| Bayesian predictive distributions of oil returns using mixed data sampling volatility models A Virbickaitė, H Nguyen, MN Tran Resources Policy 86, 104167, 2023 | 2 | 2023 |
| Structured factor copulas for modeling the systemic risk of European and United States banks H Nguyen, A Virbickaitė, MC Ausín, P Galeano arXiv preprint arXiv:2401.03443, 2024 | | 2024 |
| Capítol I: Escenaris Demogràfics i de Consum A Sansó, A., Virbickaitė Estudio Horizonte 2030, 23-47, 2019 | | 2019 |
| El rol de los requerimientos de capital en el mercado interbancario D Macedo, A Virbickaite Empresarial 12 (46), 62-74, 2018 | | 2018 |
| Bayesian non-parametrics for time-varying volatility models A Virbickaitė | | |
Pedro GaleanoProfesor Titular de EstadísticaVerified email at uc3m.es
