Stochastic volatility models with ARMA innovations: An...

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International Journal of Forecasting 2020 / 2

Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts

Zhang, Bo, Chan, Joshua C.C., Cross, Jamie L.
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Journal:
International Journal of Forecasting
DOI:
10.1016/j.ijforecast.2020.01.004
Date:
February, 2020
File:
PDF, 469 KB
2020
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