Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Iacopini, Matteo, Ravazzolo, Francesco, Rossini, Luca
Format:	Preprint
Published:	2022
Subjects:	Econometrics Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2211.16121