Multivariate stochastic volatility: an overview

Authors
Maasoumi, Esfandiar McAleer, Michael
Citation
Maasoumi, Esfandiar et Mcaleer, Michael, Multivariate stochastic volatility: an overview, Econometric reviews , 25(2-3), 2006, pp. 139-144
Journal title
Econometric reviews → ACNP
ISSN journal
07474938
Volume
25
Issue
2-3
Year of publication
2006
Pages
139 - 144
Database
ACNP
SICI code