Fast and accurate variational inference for large Bayesian VARs with stochastic volatility (Q2097996)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast and accurate variational inference for large Bayesian VARs with stochastic volatility |
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Fast and accurate variational inference for large Bayesian VARs with stochastic volatility (English)
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17 November 2022
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large vector autoregression
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stochastic volatility
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variational Bayes
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volatility network
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connectedness
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