Przeglądaj Econometric Research in Finance według autora "Rubaszek, Michał"
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Which Uncertainty Measure is Most Informative? A Time-varying Connectedness Perspective
Szafranek, Karol; Rubaszek, Michał; Uddin, Gazi Salah (2023)We investigate the relationship between the three most popular uncertainty measures with the means of the state-of-the-art connectedness frameworks applied to the time-varying parameters vector autoregression model with ...