Large stochastic volatility in mean VARs
| Autor: | Cross, Jamie L., Hou, Chenghan, Koop, Gary, Poon, Aubrey |
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| Zdroj: | In Journal of Econometrics September 2023 236(1) |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Cross, Jamie L., Hou, Chenghan, Koop, Gary, Poon, Aubrey |
|---|---|
| Zdroj: | In Journal of Econometrics September 2023 236(1) |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect