Funder
Australian Research Council
Subject
Economics and Econometrics,Finance
Reference21 articles.
1. Deviance information criterion for comparing stochastic volatility models;Berg;J. Bus. Econom. Statist.,2004
2. Regime switches, agents’ beliefs, and post-World War II US macroeconomic dynamics;Bianchi;Rev. Econom. Stud.,2013
3. Moving average stochastic volatility models with application to inflation forecast;Chan;J. Econometrics,2013
4. Fast computation of the deviance information criterion for latent variable models;Chan;Comput. Statist. Data Anal.,2014
5. Chan, J.C.C., Grant, A.L., 2014b. Issues in comparing stochastic volatility models using the deviance information criterion. CAMA Working Paper.
Cited by
22 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献