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East Asian Bureau of Economic Research (EABER)
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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Multivariate
Stochastic
Volatility
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
-
East Asian Bureau of Economic Research (EABER)
-
2006
The literature on
multivariate
stochastic
volatility
(MSV) models has developed significantly over the last few years …
Persistent link: https://www.econbiz.de/10009365381
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