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Approximate factor models with a common multiplicative factor for stochastic volatility
Leon-Gonzalez, Roberto
;
Majoni, Blessings
-
2024
Persistent link: https://www.econbiz.de/10014512444
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Exact likelihood for inverse gamma stochastic volatility models
Leon-Gonzalez, Roberto
;
Majoni, Blessings
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2023
Persistent link: https://www.econbiz.de/10014305848
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Estimation of nonlinear DSGE models through Laplace based solutions
Baiaman, Elnura
;
Leon-Gonzalez, Roberto
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2024
Persistent link: https://www.econbiz.de/10015049072
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