Bayesian testing for asset volatility persistence on multivariate stochastic volatility models
Yong Li; Fang-Ping Peng; Hao-Feng Xu
Year of publication: |
2012
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Authors: | Li, Yong ; Peng, Fang-ping ; Xu, Hao-feng |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 26573775. - Vol. 2.2012, 1, p. 83-89
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