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subject:"Volatility"
type_genre:"Graue Literatur"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Marcellino, Massimiliano"
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No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
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2014
Persistent link: https://www.econbiz.de/10010363319
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Short-term GDP forecasting with a mixed frequency dynamic factor model with stochastic volatility
Marcellino, Massimiliano
;
Porqueddu, Mario
;
Venditti, …
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2013
Persistent link: https://www.econbiz.de/10009724167
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