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
Pages
10
From page
3082
To page
3091
Keywords
Bayesian inference , factor analysis , Variance decomposition , Markov switching , Dynamic models
Journal title
Journal of Statistical Planning and Inference
Serial Year
2007
Journal title
Journal of Statistical Planning and Inference
Record number
220524
Link To Document