Constructing a Financial Stress Index for Vietnam: An Application of Autoregressive Conditional Heteroskedastic Models.

Nguyen Chi Duc Ho Thuy Ai

Published in: ECONVN (2018)

Keyphrases

autoregressive
moving average
non stationary
random fields
autoregressive model
random field models
spectrum analysis
gaussian markov random field
information retrieval
image analysis
sar images
texture model
least squares