Factor Multivariate Stochastic Volatility via Wishart Processes
| Year of publication: |
2006
|
|---|---|
| Authors: | Philipov, Alexander ; Glickman, Mark |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 25.2006, 2-3, p. 311-334
|