VIRF (Q145540)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
Computation of Volatility Impulse Response Function of Multivariate Time Series
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | VIRF |
Computation of Volatility Impulse Response Function of Multivariate Time Series |
Statements
29 August 2025
0 references
Computation of volatility impulse response function for multivariate time series model using algorithm by Jin, Lin and Tamvakis (2012) <doi:10.1016/j.eneco.2012.03.003>.
0 references
Dr. Md Yeasin
0 references
Mr. Ankit Tanwar
0 references
