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An infinite hidden Markov model with stochastic volatility
An infinite hidden Markov model with stochastic volatility
Fuente:
Wiley Open Access
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Bibliographic Details
Main Authors:
Chenxing Li
,
John M. Maheu
,
Qiao Yang
Format:
Artículo Open Access
Published:
Wiley
2024
Subjects:
Journal of Forecasting
Online Access:
Acceder al recurso
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https://onlinelibrary.wiley.com/doi/10.1002/for.3123
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