The semiparametric asymmetric stochastic volatility model with time-varying parameters: the case of US inflation (Q1673428)
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scientific article; zbMATH DE number 6935554
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The semiparametric asymmetric stochastic volatility model with time-varying parameters: the case of US inflation |
scientific article; zbMATH DE number 6935554 |
Statements
The semiparametric asymmetric stochastic volatility model with time-varying parameters: the case of US inflation (English)
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12 September 2018
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asymmetric stochastic volatility
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Dirichlet process
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Markov chain Monte Carlo
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time-varying parameters
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inflation
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0.8942716717720032
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0.7999043464660645
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0.7787448763847351
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0.7720848321914673
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0.7627099752426147
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