Large Bayesian vector autoregression with factor stochastic volatility
Data and Resources
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Original MetadataJSON
The json representation of the dataset with its distributions based on DCAT.
Cite this as
Joshua C. C. Chan (2025). Dataset: Large Bayesian vector autoregression with factor stochastic volatility. https://doi.org/10.57702/3xjy2uli
DOI retrieved: January 2, 2025
Additional Info
| Field | Value |
|---|---|
| Created | January 2, 2025 |
| Last update | January 2, 2025 |
| Defined In | https://doi.org/10.48550/arXiv.2310.14438 |
| Author | Joshua C. C. Chan |