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N°16-46: Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models, P. Gagliardini, E. Ghyseks, and M. Rubin, 2016.

N°16-46: Indirect Inference Estimation of Mixed Frequency Stochastic Volatility State Space Models Using MIDAS Regressions and ARCH Models, P. Gagliardini, E. Ghyseks, and M. Rubin, 2016.

AutorP. Gagliardini, E. Ghyseks, and M. Rubin
Datum24. Juli 2016
KategorieWorking Papers
Linkhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=2713703

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