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  • Search: subject:"Nonlinear Space StateModel"
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ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Bayesian Approach 1 Bitcoin 1 Conventional Assets 1 Correlation 1 Dynamic Correlation 1 Exchange rate 1 Financial market 1 Finanzmarkt 1 Iran 1 Korrelation 1 Multivariate FactorStochastic Volatility 1 Nichtlineare Regression 1 Nonlinear Space StateModel 1 Nonlinear regression 1 Stock market 1 US dollar 1 US-Dollar 1 Virtual currency 1 Virtuelle Währung 1 Volatility 1 Volatilität 1 Wechselkurs 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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Mohajeri, Parisa 1 Taleblou, Reza 1
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Iranian economic review : journal of University of Tehran 1
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Modeling the daily volatility of oil gold dollar bitcoin and Iranian stock markets : an empirical application of a nonlinear space state model
Taleblou, Reza; Mohajeri, Parisa - In: Iranian economic review : journal of University of Tehran 27 (2023) 3, pp. 1033-1063
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