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Author

Audronė Virbickaitė

Observed name: Audrone Virbickaite
Institution: CUNEF Universidad
ORCID: 0000-0002-7117-6906
Observed ORCID: 0000-0002-7117-6906
OpenAlex ID: A5091356930
Bayesian Inference Methods for Univariate and Multivariate Garch Models: a Survey
2013 · Audrone Virbickaite, M. Concepción Ausín, et al. · Journal of Economic Surveys · 48
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Particle learning for Bayesian semi-parametric stochastic volatility model
2019 · Audronė Virbickaitė, Hedibert F. Lopes, et al. · Econometric Reviews · 15
Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction
2020 · Audronė Virbickaitė, M. Concepción Ausín, et al. · Energy Economics · 12
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
2023 · Hoang Nguyen, Audronė Virbickaitė · Energy Economics · 11
Bayesian semiparametric Markov switching stochastic volatility model
2019 · Audronė Virbickaitė, Hedibert F. Lopes · Applied Stochastic Models in Business and Industry · 10
Structured factor copulas for modeling the systemic risk of European and United States banks
2024 · Hoang Nguyen, Audronė Virbickaitė, et al. · International Review of Financial Analysis · 8
How Local tourism managers can benefit from national surveys: estimating tourism and restaurant expenditures for small market segments
2021 · Jaume Rosselló, Andreu Sansó, et al. · Current Issues in Tourism · 6
Bayesian predictive distributions of oil returns using mixed data sampling volatility models
2023 · Audronė Virbickaitė, Hoang Nguyen, et al. · Resources Policy · 5
Multivariate dynamic mixed-frequency density pooling for financial forecasting
2024 · Audronė Virbickaitė, Hedibert F. Lopes, et al. · International Journal of Forecasting · 4
Bayesian sequential stock return prediction through copulas
2020 · Audronė Virbickaitė, Christoph Frey, et al. · The Journal of Economic Asymmetries · 2
Intraday volatility transmission in global energy markets: A Bayesian nonparametric approach
2025 · Martina Danielova Zaharieva, Audronė Virbickaitė, et al. · Journal of commodity markets · 1
Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model
2014 · Audronė Virbickaitė, Hedibert F. Lopes, et al. · e-Archivo (Carlos III University of Madrid) · 1
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Volume-Driven Time-of-Day Effects in Intraday Volatility Models
2026 · Igor Ferreira Batista Martins, Audrone Virbickaite, et al. · SSRN Electronic Journal
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Fast and Slow Level Shifts in Intraday Stochastic Volatility
2025 · Igor Ferreira Batista Martins, Audrone Virbickaite, et al. · SSRN Electronic Journal
El rol de los requerimientos de capital en el mercado interbancario
2019 · Demian Macedo, Audrone Virbickaite · Empresarial
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Particle learning for Bayesian semi-parametric stochastic volatility model
2019 · Audronė Virbickaitė, Hedibert F. Lopes, et al. · RePEc: Research Papers in Economics
Bayesian non-parametrics for time-varying volatility models
2015 · Audronė Virbickaitė · e-Archivo (Carlos III University of Madrid)
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Bayesian Non-Parametric Portfolio Decisions with Financial Time Series
2013 · Audronė Virbickaitė, M. Concepción Ausín, et al. · arXiv (Cornell University)
Works count: 18
Citation count: 123
H-index: 6
I10-index: 5
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