Multivariate Stochastic Volatility: An Overview
Year of publication: |
2006
|
---|---|
Authors: | Maasoumi, Esfandiar ; McAleer, Michael |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 25.2006, 2-3, p. 139-144
|
Publisher: |
Taylor & Francis Journals |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
Chang, Chia-Lin, (2015)
-
Robust Ranking of Journal Quality: An Application to Economics
Chang, Chia-Lin, (2013)
-
Multivariate stochastic volatility : an overview
Maasoumi, Esfandiar, (2006)
- More ...