Approximate Factor Models with a Common Multiplicative Factor for Stochastic Volatility
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- Roberto Leon-Gonzalez & Blessings Majoni, 2024. "Approximate Factor Models with a Common Multiplicative Factor for Stochastic Volatility," Working Paper series 24-04, Rimini Centre for Economic Analysis.
References listed on IDEAS
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Cited by:
- Roberto Leon-Gonzalez & Blessings Majoni, 2023.
"Exact Likelihood for Inverse Gamma Stochastic Volatility Models,"
Working Paper series
23-11, Rimini Centre for Economic Analysis.
- Roberto Leon-Gonzalez & Blessings Majoni, 2023. "Exact Likelihood for Inverse Gamma Stochastic Volatility Models," GRIPS Discussion Papers 23-07, National Graduate Institute for Policy Studies.
- Roberto Leon-Gonzalez & Blessings Majon, 2024. "Exact Likelihood for Inverse Gamma Stochastic Volatility Models," GRIPS Discussion Papers 24-03, National Graduate Institute for Policy Studies.
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