Learning about Stock Volatility: The Local Scale Model with Homoskedastic Innovations
Year of publication: |
2006-07-04
|
---|---|
Authors: | McCulloch, J. Huston |
Institutions: | Society for Computational Economics - SCE |
Subject: | Local Scale Model | Adaptive Learning | IGARCH | State-Space Model | Stock volatility |
-
The Great Moderation and the Relationship between Output Growth and Its Volatility
Miller, Stephen M., (2007)
-
Output Growth and Its Volatility: The Gold Standard through the Great Moderation
Fang, WenShwo, (2012)
-
Krasnosselski, Nikolai, (2014)
- More ...
-
The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation
McCulloch, J. Huston, (2005)
-
McCulloch, J. Huston, (2004)
-
A Spline LR Test for Goodness-of-Fit
McCulloch, J. Huston, (2002)
- More ...