Monte Carlo Analysis of Time-Varying Parameter Models with Stochastic Volatility

Research output: Book/ReportPh.D. thesisResearch

Original languageEnglish
PublisherDepartment of Economics and Business Economics, Aarhus University
Number of pages105
Publication statusPublished - 17 May 2018

Cite this

Turatti, D. E. (2018). Monte Carlo Analysis of Time-Varying Parameter Models with Stochastic Volatility. Department of Economics and Business Economics, Aarhus University.
Turatti, Douglas Eduardo. / Monte Carlo Analysis of Time-Varying Parameter Models with Stochastic Volatility. Department of Economics and Business Economics, Aarhus University, 2018. 105 p.
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title = "Monte Carlo Analysis of Time-Varying Parameter Models with Stochastic Volatility",
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language = "English",
publisher = "Department of Economics and Business Economics, Aarhus University",

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Turatti, DE 2018, Monte Carlo Analysis of Time-Varying Parameter Models with Stochastic Volatility. Department of Economics and Business Economics, Aarhus University.

Monte Carlo Analysis of Time-Varying Parameter Models with Stochastic Volatility. / Turatti, Douglas Eduardo.

Department of Economics and Business Economics, Aarhus University, 2018. 105 p.

Research output: Book/ReportPh.D. thesisResearch

TY - BOOK

T1 - Monte Carlo Analysis of Time-Varying Parameter Models with Stochastic Volatility

AU - Turatti, Douglas Eduardo

PY - 2018/5/17

Y1 - 2018/5/17

M3 - Ph.D. thesis

BT - Monte Carlo Analysis of Time-Varying Parameter Models with Stochastic Volatility

PB - Department of Economics and Business Economics, Aarhus University

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Turatti DE. Monte Carlo Analysis of Time-Varying Parameter Models with Stochastic Volatility. Department of Economics and Business Economics, Aarhus University, 2018. 105 p.