Analysis of high dimensional multivariate stochastic volatility models
| Year of publication: |
2006
|
|---|---|
| Authors: | Chib, Siddhartha ; Nardari, Federico ; Shephard, Neil |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 134.2006, 2, p. 341-371
|
| Publisher: |
Elsevier |