✦ LIBER ✦

Multi-variate stochastic volatility modelling using Wishart autoregressive processes

✍ Scribed by K. Triantafyllopoulos

Book ID: 111040207
Publisher: John Wiley and Sons
Year: 2011
Tongue: English
Weight: 912 KB
Volume: 33
Category: Article
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.2011.00738.x

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