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Bayesian Vector Heterogeneous Autoregressive Modeling
Journal of Statistical Computation and Simulation
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Bayesian Vector Heterogeneous Autoregressive Modeling
Bayesian Modeling for Vector Heterogeneous Autoregressive Model
Extend Bayesian VAR (BVAR) to Vector Heterogeneous Autoregressive (VHAR) model
Last updated on Apr 26, 2024 project
Data - ETF VIX R
Bayesian Modeling for Vector Heterogeneous Autoregressive Model