Time series analysis with time varying covariances via latent factors with stochastic volatility (Q4615972)
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scientific article; zbMATH DE number 7008144
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| English | Time series analysis with time varying covariances via latent factors with stochastic volatility |
scientific article; zbMATH DE number 7008144 |
Statements
29 January 2019
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time series
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multivariate statistics
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latent variables
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simulation methods
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stochastic volatility
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0.8086257576942444
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0.7977243065834045
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0.7743188142776489
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0.7665408253669739
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