Stochastic Volatility-in-mean VARs with Time-Varying Skewness

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ferreira, Leonardo N., Mumtaz, Haroon, Skoblar, Ana
Format:	Preprint
Published:	2025
Subjects:	Econometrics
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2510.08415