Stochastic volatility in mean model for capturing the conditional variance in volatile time series data
| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Indian Council of Agricultural Research
2018-10-01
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| Series: | The Indian Journal of Agricultural Sciences |
| Subjects: | |
| Online Access: | https://epubs.icar.org.in/index.php/IJAgS/article/view/84258 |
| _version_ | 1797776424197685248 |
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| author | RAVINDRA SINGH SHEKHAWAT K N SINGH AJAY KUMAR KRISHNA PADA SARKAR RIPI DONI BISHAL GURUNG |
| author_facet | RAVINDRA SINGH SHEKHAWAT K N SINGH AJAY KUMAR KRISHNA PADA SARKAR RIPI DONI BISHAL GURUNG |
| author_sort | RAVINDRA SINGH SHEKHAWAT |
| collection | DOAJ |
| first_indexed | 2024-03-12T22:49:47Z |
| format | Article |
| id | doaj.art-153613b5759c4981b15d764b11fafcd8 |
| institution | Directory Open Access Journal |
| issn | 0019-5022 2394-3319 |
| language | English |
| last_indexed | 2024-03-12T22:49:47Z |
| publishDate | 2018-10-01 |
| publisher | Indian Council of Agricultural Research |
| record_format | Article |
| series | The Indian Journal of Agricultural Sciences |
| spelling | doaj.art-153613b5759c4981b15d764b11fafcd82023-07-20T11:55:10ZengIndian Council of Agricultural ResearchThe Indian Journal of Agricultural Sciences0019-50222394-33192018-10-01881010.56093/ijas.v88i10.84258Stochastic volatility in mean model for capturing the conditional variance in volatile time series dataRAVINDRA SINGH SHEKHAWAT0K N SINGH1AJAY KUMAR2KRISHNA PADA SARKAR3RIPI DONI4BISHAL GURUNG5Scientist, ICAR-Indian Agricultural Statistics Research Institute, New Delhi 110 012Principal Scientist and Head, Division of Forecasting and Agriculture Systems modelling, ICAR-Indian Agricultural Statistics Research Institute, New Delhi 110 012Research Associate, NAHEP KAB-II, ICAR-Indian Agricultural Statistics Research Institute, New Delhi 110 012Research Scholar, ICAR-Indian Agricultural Research Institute, New Delhi 110 012Research Scholar, ICAR-Indian Agricultural Research Institute, New Delhi 110 012Scientist, ICAR-Indian Agricultural Statistics Research Institute, New Delhi 110 012https://epubs.icar.org.in/index.php/IJAgS/article/view/84258Particle filterStochastic volatility in mean modelTime-seriesVolatility |
| spellingShingle | RAVINDRA SINGH SHEKHAWAT K N SINGH AJAY KUMAR KRISHNA PADA SARKAR RIPI DONI BISHAL GURUNG Stochastic volatility in mean model for capturing the conditional variance in volatile time series data The Indian Journal of Agricultural Sciences Particle filter Stochastic volatility in mean model Time-series Volatility |
| title | Stochastic volatility in mean model for capturing the conditional variance in volatile time series data |
| title_full | Stochastic volatility in mean model for capturing the conditional variance in volatile time series data |
| title_fullStr | Stochastic volatility in mean model for capturing the conditional variance in volatile time series data |
| title_full_unstemmed | Stochastic volatility in mean model for capturing the conditional variance in volatile time series data |
| title_short | Stochastic volatility in mean model for capturing the conditional variance in volatile time series data |
| title_sort | stochastic volatility in mean model for capturing the conditional variance in volatile time series data |
| topic | Particle filter Stochastic volatility in mean model Time-series Volatility |
| url | https://epubs.icar.org.in/index.php/IJAgS/article/view/84258 |
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