keyword Factor Stochastic Volatility ‎/ (1 Article)

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Modeling the Dynamic Correlations among Cryptocurrencies: New Evidence from Multivariate Factor Stochastic Volatility Model

Writer : taleblou، Reza ؛ Mohajeri، Parisa ؛

Journal:Money and Economy»Spring 2023، Volume 18 - Number 2 Ranking: ب/ISC (‎22 page(s) - From 263 to 284 )
Keywords:Bayesian approach Heteroskedasticity Dynamic Correlation Cryptocurrencies Factor Stochastic Volatility

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Bayesian approachDynamic CorrelationSpaceتلاطم تصادفی عاملیهمبستگی پویاCryptocurrenciesواریانس ناهمسانیرویکرد بیزیState Modelمدل فضا حالت

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