Multivariate Stochastic Variance Models
| Year of publication: |
1994
|
|---|---|
| Authors: | Harvey, Andrew ; Ruiz, Esther ; Shephard, Neil |
| Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 2099287. - Vol. 61.1994, 207, p. 247-264
|