Multivariate stochastic volatility with Bayesian dynamic linear models (Q2474386)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate stochastic volatility with Bayesian dynamic linear models |
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Multivariate stochastic volatility with Bayesian dynamic linear models (English)
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6 March 2008
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time series
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volatility
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multivariate
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dynamic linear model
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Bayesian
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forecasting
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state space
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Kalman filter
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GARCH
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London metal exchange
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