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Estimating general equilibrium models with stochastic volatility and changing parameters
Higgins, C. Richard
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Economic modelling
66
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2017
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pp. 163-170
Persistent link: https://www.econbiz.de/10011813705
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Sequential Bayesian analysis for semiparametric stochastic volatility model with applications
Wang, Nianling
;
Lou, Zhusheng
- In:
Economic modelling
123
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014462582
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