readme.cd.txt
Creators:
Jacopo Cimadomo
;
Antonello D'Agostino
From the dataset abstract
In this paper, we propose a time-varying parameter vector autoregression (VAR) model with stochastic volatility which allows for estimation on data sampled at different frequencies. Our...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/c760b0c4-6019-4b47-8e2c-b34c2cc1b94c/resource/d93507d7-b56b-4045-9638-7c1a06450f47/download/readme.cd.txt |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
