结构向量自回归分析中不同时变波动率模型的选择
Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis
【关键词】 Structural vector autoregression ; identification via heteroskedasticity ; conditional heteroskedasticity ; smooth transition ; Markov switching ; GARCH Frei zugängliche Version: (econstor)http://hdl.handle.net/10419/162815 ;
相关资源
