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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Journal of econometrics"
~person:"Gouriéroux, Christian"
~subject:"Core"
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Croux, Christophe
Gouriéroux, Christian
Todorov, Viktor
10
Tauchen, George Eugene
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Andersen, Torben
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Li, Jia
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Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
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KBI
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The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
2
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
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