Pages that link to "Item:Q3295727"

The following pages link to Identifying Structural Vector Autoregressions Via Changes in Volatility (Q3295727):

Displaying 2 items.

• Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571) (← links)
• Change Point Detection with Multivariate Observations Based on Characteristic Functions (Q4609022) (← links)