factorstochvol (Q43157): Difference between revisions
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Property / cites work: Sparse Bayesian time-varying covariance estimation in many dimensions / rank | |||
Revision as of 11:09, 29 February 2024
Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models
Language | Label | Description | Also known as |
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English | factorstochvol |
Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models |
Statements
7 December 2021
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