Choosing Between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis
Year of publication: |
2018
|
---|---|
Authors: | Lütkepohl, Helmut ; Schlaak, Thore |
Published in: |
Oxford Bulletin of Economics and Statistics. - Wiley, ISSN 0305-9049, ZDB-ID 1473788-7. - Vol. 80.2018, 4 (06.04.), p. 715-735
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Publisher: |
Wiley |
Saved in:
Online Resource
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