ListarFC - Contribuciones a congresos científicos por tema "Volatility"
Mostrando ítems 1-1 de 1
-
Tourism stock prices, systemic risk and tourism growth: a kalman filter with prior update DSGE-VAR model
(2022)Dynamic Stochastic General Equilibrium (DSGE) and Vector Autoregressive (VAR) models allow for probabilistic estimations to formulate macroeconomic policies and monitor them. One of the objectives of creating these ...