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Parameter estimation and practical aspects of modeling stochastic volatility
Jungbacker, Borus; Koopman, Siem Jan - In: Handbook of financial time series, (pp. 313-344). 2009
Persistent link: https://www.econbiz.de/10003833957
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Multivariate stochastic volatility
Chib, Siddhartha; Omori, Yasuhiro; Asai, Manabu - In: Handbook of financial time series, (pp. 365-400). 2009
Persistent link: https://www.econbiz.de/10003833972