Pages that link to "Item:Q991328"
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The following pages link to Stochastic volatility and DSGE models (Q991328):
Displaying 8 items.
- Structural stochastic volatility in asset pricing dynamics: estimation and model contest (Q310961) (← links)
- A simple nonnegative process for equilibrium models (Q529722) (← links)
- Real-time forecast evaluation of DSGE models with stochastic volatility (Q1676378) (← links)
- DSGE models with observation-driven time-varying volatility (Q1788013) (← links)
- Estimating dynamic equilibrium models with stochastic volatility (Q2343772) (← links)
- Efficient bond price approximations in non-linear equilibrium-based term structure models (Q2687853) (← links)
- Stochastic volatility demand systems (Q5864632) (← links)
- Modeling the BUX index by a novel stochastic differential equation (Q5947890) (← links)