Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form
Year of publication: |
[2023]
|
---|---|
Authors: | ÇEKİN, S. Emre ; Ivashchenko, Sergey ; Gupta, Rangan ; Lee, Chien-Chiang |
Publisher: |
[S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis |
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