A Threshold Factor Multivariate Stochastic Volatility Model
Year of publication: |
2010
|
---|---|
Authors: | So, Mike Ka-pui |
Other Persons: | Ts'ai, Cheng-jen (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Multivariate Analyse | Multivariate analysis |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Forecasting, Vol. 28, pp. 712-735 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 1, 2008 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Macroeconomic Forecasting and Variable Ordering in Multivariate Stochastic Volatility Models
Arias, Jonas, (2021)
-
Stoklossa, Harald, (2010)
-
Stoklossa, Harald, (2010)
- More ...
-
A threshold factor multivariate stochastic volatility model
So, Mike Ka-pui, (2009)
-
Chinese migration and settlement in Australia
Choi, C. Y., (1975)
-
Dynamic causality analysis of COVID-19 pandemic risk and oil market changes
So, Mike Ka-pui, (2022)
- More ...