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Advanced Symposium on Multivariate Modeling and Data Analysis <1986, Harrisonburg, Va.>
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Models and priors for multivariate stochastic volatility
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
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1995
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Rev
Persistent link: https://www.econbiz.de/10000925647
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Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
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1994
Persistent link: https://www.econbiz.de/10000899156
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