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Search: subject:"Time-varying volatility models"
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Time-varying volatility models
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Aggarwal, Vaibhav
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International journal of social economics
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Journal of risk & control
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ESG performance and corporate volatility : an empirical exploration in an emerging economy
Sharma, Sudhi
;
Aggarwal, Vaibhav
;
Reepu
;
Mehta, …
- In:
International journal of social economics
52
(
2025
)
3
,
pp. 467-483
Persistent link: https://www.econbiz.de/10015198805
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2
The usage of Markov Chain Monte Carlo (MCMC) methods in
time-varying
volatility
models
Emmanouil, Garefalakis
;
Stefanos, Giakoumatos
; …
- In:
Journal of risk & control
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014514172
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