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~institution:"School of Economics and Political Science, Universität St. Gallen"
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School of Economics and Political Science, Universität St. Gallen
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
with Dynamic Cross Leverage
Trojan, Sebastian
-
School of Economics and Political Science, Universität …
-
2014
WA
multivariate
stochastic
volatility
(MSV) model based on a Cholesky-type decomposition of the covariance matrix to …
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