Pages that link to "Item:Q5124768"
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The following pages link to Time-varying vector autoregressive models with stochastic volatility (Q5124768):
Displaying 7 items.
- Linear time-varying regression with copula-DCC-GARCH models for volatility (Q1670220) (← links)
- Sparse vector heterogeneous autoregressive modeling for realized volatility (Q2132003) (← links)
- Maximum likelihood estimation of a TVP-VAR (Q2328519) (← links)
- Mode Identification of Volatility in Time-Varying Autoregression (Q4648567) (← links)
- On hysteretic vector autoregressive model with applications (Q5107318) (← links)
- Time Varying Structural Vector Autoregressions and Monetary Policy (Q5692951) (← links)
- Computational Science - ICCS 2004 (Q5712711) (← links)