A flexible state-space model with application to stochastic volatility

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Bibliographic Details

Authors and Corporations:	Gouriéroux, Christian (Author), Lu, Yang (Author)
Other Authors:	Lu, Yang [Author]
Type of Resource:	E-Book
Language:	English
published:	[Palaiseau] Centre de recherche en economie et statistique [2016]
Series:	Centre de recherche en économie et statistique: Série des documents de travail ; no. 2016, 39
Subjects:	Endogenous regime switching polynomial expansion composite likelihood time irreversibility volatility feedback copula Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen