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~subject:"Zeitreihenanalyse"
~type_genre:"Conference paper"
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Robust inference in time-varying structural VAR models : the DC-cholesky multivariate
stochastic
volatility
model
Hartwig, Benny
-
2020
Cholesky multivariate
stochastic
volatility
model. It establishes that systematically different dynamic restrictions are … multivariate
stochastic
volatility
model is proposed as a robust alternative. …
Persistent link: https://www.econbiz.de/10012424283
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