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Results of search for score-driven models
Records found: 2
| DP14107 |
Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model Author(s): Davide Delle Monache, Ivan Petrella and Fabrizio Venditti Published: November 2019 |
| DP11599 |
Adaptive state space models with applications to the business cycle and financial stress Author(s): Davide Delle Monache, Ivan Petrella and Fabrizio Venditti Published: November 2016 |
Records Found 2