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person:"Di Giovanni, Julian"
subject:"Volatilität"
~isPartOf:"GRIPS discussion papers"
~person:"Chan, Joshua"
~source:"econis"
~subject:"Co-heteroscedasticity"
~subject:"Zustandsraummodell"
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Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
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Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
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