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Multivariate stochastic volatility : a review
Asai, Manabu; McAleer, Michael; Yu, Jun - In: Econometric reviews 25 (2006) 2/3, pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
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Continuous time Wishart process for stochastic risk
Gouriéroux, Christian - In: Econometric reviews 25 (2006) 2/3, pp. 177-217
Persistent link: https://www.econbiz.de/10003355729
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Factor stochastic volatility in mean models : a GMM approach
Doz, Catherine; Renault, Eric - In: Econometric reviews 25 (2006) 2/3, pp. 275-309
Persistent link: https://www.econbiz.de/10003355766
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Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman; Richard, Jean-François - In: Econometric reviews 25 (2006) 2/3, pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
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Monte Carlo likelihood estimation for three multivariate stochastic volatility models
Jungbacker, Borus; Meyer, Renate; Koopman, Siem Jan - In: Econometric reviews 25 (2006) 2/3, pp. 385-408
Persistent link: https://www.econbiz.de/10003355799
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A range-based multivariate stochastic volatility model for exchange rates
Tims, Ben; Mahieu, Ronald J. - In: Econometric reviews 25 (2006) 2/3, pp. 409-424
Persistent link: https://www.econbiz.de/10003355802
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Fixed versus flexible : lessons from EMS order flow
Killeen, William P.; Lyons, Richard K.; Moore, Michael J. - In: Journal of international money and finance 25 (2006) 4, pp. 551-579
Persistent link: https://www.econbiz.de/10003336482
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The effectiveness of central bank intervention in the EMS : the post 1993 experience
Brandner, Peter; Grech, Harald; Stix, Helmut - In: Journal of international money and finance 25 (2006) 4, pp. 580-597
Persistent link: https://www.econbiz.de/10003336483
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A note on testing covariance stationarity
Cavaliere, Giuseppe; Taylor, Robert - In: Econometric reviews 28 (2009) 4, pp. 364-371
Persistent link: https://www.econbiz.de/10003864024
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Home bias in global bond and equity markets : the role of real exchange rate volatility
Fidora, Michael; Fratzscher, Marcel; Thimann, Christian - In: Journal of international money and finance 26 (2007) 4, pp. 631-655
Persistent link: https://www.econbiz.de/10003484230