Douglas E. Turatti

Aalborg University Business School

Aalborg

Denmark

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Scholarly Papers (1)

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1.

Efficient Estimation of Time-Varying Parameter Models with Stochastic Volatility

Downloads 115 (617,542)

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Efficient Estimation of Time-Varying Parameter Models with Stochastic Volatility

Number of pages: 25 Posted: 29 Apr 2022

Douglas E. Turatti

Aalborg University Business School

Downloads 64 (938,792)

Abstract:

Efficient estimation of time-varying parameter models with stochastic volatility

Number of pages: 25 Posted: 18 Apr 2022

Douglas E. Turatti

Aalborg University Business School

Downloads 51 (1,072,374)

Abstract:

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