Datasets About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Publication Year: 2021 Volumes: 36 Formats: ox Mengheng Li ; Siem Jan Koopman Unobserved components with stochastic volatility: Simulation‐based estimation... The unobserved components time series model with stochastic volatility has gained much interest in econometrics, especially for the purpose of modelling and forecasting... DOI:10.15456/jae.2022327.0718706692 TXT PDF XLSX ox CSV
