Large Bayesian vector autoregression with factor stochastic volatility
收藏DataCite Commons2026-01-07 更新2025-04-16 收录
下载链接：
https://service.tib.eu/ldmservice/dataset/350d826d-db96-4647-8f1a-085eacf45630
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资源简介：
The dataset used in this paper is a multivariate stochastic volatility model with a factor stochastic volatility specification.
提供机构：
TIB
创建时间：
2025-01-02
