Title of article :
Factor stochastic volatility with time varying loadings and Markov switching regimes
Author/Authors :
Hedibert Freitas Lopes، نويسنده , , Carlos Marinho Carvalho، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
Bayesian inference , factor analysis , Variance decomposition , Markov switching , Dynamic models
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference
