A threshold factor multivariate stochastic volatility model
| Year of publication: |
2009
|
|---|---|
| Authors: | So, Mike K. P. ; Choi, C. Y. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 28.2009, 8, p. 712-736
|