readme.cd.txt
Creators:
Jacopo Cimadomo
;
Antonello D'Agostino
From the dataset abstract
In this paper, we propose a time-varying parameter vector autoregression (VAR) model with stochastic volatility which allows for estimation on data sampled at different frequencies. Our...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/2c294745-ca5d-4eb7-8857-b37935780153/resource/4aeb2927-04b1-455b-8895-81253fd1a37a/download/readme.cd.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
