Pages that link to "Item:Q1626966"
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The following pages link to A generalised stochastic volatility in mean VAR (Q1626966):
Displaying 8 items.
- Macroeconomic effects of sectoral shocks in Germany, the U.K. and the U.S.: A VAR-GARCH-M approach (Q1812110) (← links)
- An impulse-response function for a VAR with multivariate GARCH-in-mean that incorporates direct and indirect transmission of shocks (Q1925944) (← links)
- Modelling uncertainty: a recursive VAR bootstrapping approach (Q1934802) (← links)
- On fiscal and monetary policy-induced macroeconomic volatility dynamics (Q2246607) (← links)
- Moving average stochastic volatility models with application to inflation forecast (Q2442456) (← links)
- The characteristic function of Gaussian stochastic volatility models: an analytic expression (Q2675814) (← links)
- MEAN-REVERTING STOCHASTIC VOLATILITY (Q3523547) (← links)
- Variance reduction approach for the volatility over a finite-time horizon (Q5079915) (← links)