Factor stochastic volatility with time varying loadings and Markov switching regimes (Q997296)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factor stochastic volatility with time varying loadings and Markov switching regimes |
scientific article |
Statements
Factor stochastic volatility with time varying loadings and Markov switching regimes (English)
0 references
23 July 2007
0 references
Bayesian inference
0 references
factor analysis
0 references
variance decomposition
0 references
dynamic models
0 references
Markov switching
0 references
