Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets

Carlos A. Abanto-Valle, Gabriel Rodríguez, Luis M. Castro Cepero, Hernán B. Garrafa-Aragón

Research output: Contribution to journal › Article › peer-review

Fingerprint

Dive into the research topics of 'Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets'. Together they form a unique fingerprint.

Mathematics

Economics, Econometrics and Finance