Stochastic volatility in mean model for capturing the conditional variance in volatile time series data

Bibliographic Details
Main Authors:	RAVINDRA SINGH SHEKHAWAT, K N SINGH, AJAY KUMAR, KRISHNA PADA SARKAR, RIPI DONI, BISHAL GURUNG
Format:	Article
Language:	English
Published:	Indian Council of Agricultural Research 2018-10-01
Series:	The Indian Journal of Agricultural Sciences
Subjects:	Particle filter Stochastic volatility in mean model Time-series Volatility
Online Access:	https://epubs.icar.org.in/index.php/IJAgS/article/view/84258

Internet