Moving average stochastic volatility models with application to inflation forecast
From MaRDI portal
Publication:2442456
DOI10.1016/j.jeconom.2013.05.003zbMath1284.91423MaRDI QIDQ2442456
Publication date: 3 April 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://cama.crawford.anu.edu.au/publication/2060/moving-average-stochastic-volatility-models-application-inflation-forecast
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B70: Stochastic models in economics
91G80: Financial applications of other theories
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Cites Work
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