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~subject:"Stochastic Volatility"
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GENERALIZED SINGULAR VALUE DEC...
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Stochastic Volatility
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
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Simultaneous Stochastic Volatility Transmission Across American Equity Markets
Weber, Enzo
-
Sonderforschungsbereich 649: Ökonomisches Risiko, …
-
2008
model developed in this paper, in contrast to usually employed multivariate ARCH processes. The
identification
problem is …
Persistent link: https://www.econbiz.de/10005207935
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Endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
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2018
Persistent link: https://www.econbiz.de/10011878268
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Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
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2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
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