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person:"Weihs, Claus"
~isPartOf:"Handbook of financial time series"
~person:"Asai, Manabu"
~person:"Furman, Edward"
~person:"Kapetanios, George"
~subject:"Income distribution"
~subject:"Schätztheorie"
~subject:"Theorie"
~subject:"USA"
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Handbook of financial time series
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
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