Pages that link to "Item:Q6616594"
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The following pages link to The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling (Q6616594):
Displaying 3 items.
- Identification of Structural Vector Autoregressions by Stochastic Volatility (Q6620855) (← links)
- Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure (Q6626285) (← links)
- Forecasting the risk of cryptocurrencies: comparison and combination of GARCH and stochastic volatility models (Q6631644) (← links)