Title of article
Multivariate stochastic volatility with Bayesian dynamic linear models
Author/Authors
K. Triantafyllopoulos، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
17
From page
1021
To page
1037
Keywords
Time series , Volatility , Multivariate , Dynamic linear model , forecasting , Bayesian , State space , Kalman filter , GARCH , London metalexchange
Journal title
Journal of Statistical Planning and Inference
Serial Year
2008
Journal title
Journal of Statistical Planning and Inference
Record number
220679
Link To Document