A new Bayesian model for contagion and interdependence (Q5867571)
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scientific article; zbMATH DE number 7584730
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| English | A new Bayesian model for contagion and interdependence |
scientific article; zbMATH DE number 7584730 |
Statements
A new Bayesian model for contagion and interdependence (English)
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14 September 2022
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Bayesian estimation
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contagion
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fat-tails
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interdependence
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omitted variable bias
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stochastic volatility
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time-varying parameter models
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