𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Multivariate stochastic volatility models: Estimation and a comparison with VGARCH models

✍ Scribed by Jón Danı́elsson


Book ID
117628299
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
125 KB
Volume
5
Category
Article
ISSN
0927-5398

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Estimation of integrated volatility in s
✍ Jeannette H. C. Woerner 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 182 KB 👁 1 views

Institut f . u ur Mathematische Stochastik, Universit . a at G . o ottingen, Maschm . u uhlenweg 8-10, D-37073 G . o ottingen, Germany