TY  - JOUR

T1  - Time-varying vector autoregressive models with stochastic volatility

JO  - Journal of Applied Statistics

PY  - 2011/01/01

AU  - Triantafyllopoulos K

ED  - 

DO  - DOI: 10.1080/02664760903406512

VL  - 38

IS  - 2

SP  - 369

EP  - 382

Y2  - 2024/12/22

ER  -