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

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