Adaptive Models and Heavy Tails
Year of publication: |
2014-07
|
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Authors: | Monache, Davide Delle ; Petrella, Ivan |
Institutions: | School of Economics and Finance, Queen Mary |
Subject: | Time-varying parameters | Score-driven models | Heavy-tails | Adaptive algorithms | Inflation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 720 |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; E31 - Price Level; Inflation; Deflation |
Source: |
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Adaptive Models and Heavy Tails
Monache, Davide Delle, (2014)
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Adaptive models and heavy tails
Delle Monache, Davide, (2014)
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Adaptive models and heavy tails
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Adaptive Models and Heavy Tails
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