Time-varying parameter VAR model with stochastic volatility: an overview of methodology and empirical applications
Gespeichert in:
1. Verfasser: | |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Tokyo
2011
|
Schriftenreihe: | IMES discussion paper series
2011,9 |
Beschreibung: | 40 S. graph. Darst. |
Internformat
MARC
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Datensatz im Suchindex
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any_adam_object | |
author | Nakajima, Jouchi |
author_facet | Nakajima, Jouchi |
author_role | aut |
author_sort | Nakajima, Jouchi |
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ctrlnum | (OCoLC)753153746 (DE-599)GBV656417382 |
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illustrated | Illustrated |
indexdate | 2024-07-09T23:22:39Z |
institution | BVB |
language | English |
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physical | 40 S. graph. Darst. |
publishDate | 2011 |
publishDateSearch | 2011 |
publishDateSort | 2011 |
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series | IMES discussion paper series |
series2 | IMES discussion paper series |
spelling | Nakajima, Jouchi Verfasser aut Time-varying parameter VAR model with stochastic volatility an overview of methodology and empirical applications Jouchi Nakajima Tokyo 2011 40 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier IMES discussion paper series 2011,9 IMES discussion paper series 2011,9 (DE-604)BV010647223 2011,9 |
spellingShingle | Nakajima, Jouchi Time-varying parameter VAR model with stochastic volatility an overview of methodology and empirical applications IMES discussion paper series |
title | Time-varying parameter VAR model with stochastic volatility an overview of methodology and empirical applications |
title_auth | Time-varying parameter VAR model with stochastic volatility an overview of methodology and empirical applications |
title_exact_search | Time-varying parameter VAR model with stochastic volatility an overview of methodology and empirical applications |
title_full | Time-varying parameter VAR model with stochastic volatility an overview of methodology and empirical applications Jouchi Nakajima |
title_fullStr | Time-varying parameter VAR model with stochastic volatility an overview of methodology and empirical applications Jouchi Nakajima |
title_full_unstemmed | Time-varying parameter VAR model with stochastic volatility an overview of methodology and empirical applications Jouchi Nakajima |
title_short | Time-varying parameter VAR model with stochastic volatility |
title_sort | time varying parameter var model with stochastic volatility an overview of methodology and empirical applications |
title_sub | an overview of methodology and empirical applications |
volume_link | (DE-604)BV010647223 |
work_keys_str_mv | AT nakajimajouchi timevaryingparametervarmodelwithstochasticvolatilityanoverviewofmethodologyandempiricalapplications |