Pages that link to "Item:Q2700546"
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The following pages link to Multivariate Markov-switching score-driven models: an application to the global crude oil market (Q2700546):
Displaying 3 items.
- Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions (Q6138242) (← links)
- Signal smoothing for score-driven models: a linear approach (Q6552986) (← links)
- Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility (Q6645226) (← links)
