Smoothing Variances Across Time: Adaptive Stochastic Volatility

DOI10.1080/07350015.2025.2602846MaRDI QIDQ7395139FDO

Authors Jason B. Cho, David S. Matteson

Publication date 6 March 2026

Published in Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2025.2602846

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