Estimating dynamic equilibrium models with stochastic volatility (Q2343772)

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Estimating dynamic equilibrium models with stochastic volatility
scientific article

    Statements

    title
    Estimating dynamic equilibrium models with stochastic volatility (English)
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    publication date
    6 May 2015
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    zbMATH Keywords
    dynamic equilibrium models
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    stochastic volatility
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    parameter drifting
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    Bayesian methods
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M20
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    91B62
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    91B70
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    zbMATH DE Number
    6433608
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    OpenAlex ID
    W3125461230
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