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Estimation of the Cholesky Multivariate Stochastic Volatility Model Using Iterated Filtering
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| Published in: | Econometrics |
|---|---|
| Format: | Online Article RSS Article |
| Published: |
2024
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| Subjects: | |
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| _version_ | 1864030188364365829 |
|---|---|
| collection | WordPress RSS FRELIP Feed Integration |
| container_title | Econometrics |
| description | |
| discipline_display | Natural Sciences |
| discipline_facet | Natural Sciences |
| format | Online Article RSS Article |
| genre | Journal Article |
| id | rss_article:16987 |
| institution | FRELIP |
| journal_source_facet | Econometrics |
| publishDate | 2024 |
| publishDateSort | 2024 |
| record_format | rss_article |
| spellingShingle | Estimation of the Cholesky Multivariate Stochastic Volatility Model Using Iterated Filtering Mathematics Natural Sciences — Mathematical Sciences Natural Sciences |
| sub_discipline_display | Natural Sciences — Mathematical Sciences |
| sub_discipline_facet | Natural Sciences — Mathematical Sciences |
| subject_display | Mathematics Natural Sciences — Mathematical Sciences Natural Sciences Mathematics Natural Sciences — Mathematical Sciences Natural Sciences |
| subject_facet | Mathematics Natural Sciences — Mathematical Sciences Natural Sciences |
| title | Estimation of the Cholesky Multivariate Stochastic Volatility Model Using Iterated Filtering |
| title_auth | Estimation of the Cholesky Multivariate Stochastic Volatility Model Using Iterated Filtering |
| title_full | Estimation of the Cholesky Multivariate Stochastic Volatility Model Using Iterated Filtering |
| title_fullStr | Estimation of the Cholesky Multivariate Stochastic Volatility Model Using Iterated Filtering |
| title_full_unstemmed | Estimation of the Cholesky Multivariate Stochastic Volatility Model Using Iterated Filtering |
| title_short | Estimation of the Cholesky Multivariate Stochastic Volatility Model Using Iterated Filtering |
| title_sort | estimation of the cholesky multivariate stochastic volatility model using iterated filtering |
| topic | Mathematics Natural Sciences — Mathematical Sciences Natural Sciences |
| url | https://sciendo.com/article/10.15611/eada.2023.4.04 |