Monte Carlo analysis of time-varying parameter models with stochastic volatility
Douglas Eduardo Turatti
| Year of publication: |
2018
|
|---|---|
| Authors: | Turatti, Douglas Eduardo |
| Publisher: |
Aarhus : Aarhus BSS, Aarhus University, Department of Economics and Business Economics |
| Subject: | Zustandsraummodell | State space model | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Monte-Carlo-Simulation | Monte Carlo simulation | Modellierung | Scientific modelling |
freely available
| Extent: | 1 Online-Ressource (circa 124 Seiten) Illustrationen |
|---|---|
| Series: | ECON PhD dissertations. - Aarhus, ZDB-ID 2707850-4. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature ; Sammlung ; Collection of articles written by one author |
| Language: | English |
| Thesis: | Dissertation, Aarhus University, 2018 |
| Notes: | Enthält mehrere Beiträge Zusammenfassungen in englischer und dänischer Sprache |
| ISBN: | 978-87-93195-72-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011947781