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Meyer, Renate
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Multivariate
Stochastic
Volatility
Models: Bayesian Estimation and Model Comparison
Yu, Jun
;
Meyer, Renate
-
School of Economics, Singapore Management University
-
2004
In this paper we show that fully likelihood-based estimation and comparison of
multivariate
stochastic
volatility
(SV …
Persistent link: https://www.econbiz.de/10005091201
Saved in:
2
Multivariate
Stochastic
Volatility
Models: Bayesian Estimation and Model Comparison
Yu, Jun
;
Meyer, Renate
- In:
Econometric Reviews
25
(
2006
)
2-3
,
pp. 361-384
In this paper we show that fully likelihood-based estimation and comparison of
multivariate
stochastic
volatility
(SV …
Persistent link: https://www.econbiz.de/10009228571
Saved in:
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