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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~language:"eng"
~person:"Marcellino, Massimiliano"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Commentary"
~type_genre:"Kongress"
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Marcellino, Massimiliano
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Common drifting volatility in large Bayesian VARs
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 375-390
Persistent link: https://www.econbiz.de/10011691646
Saved in:
2
Short-term GDP forecasting with a mixed-frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 118-127
Persistent link: https://www.econbiz.de/10011691233
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