Multivariate stochastic volatility
Siddhartha Chib, Yasuhiro Omori and Manabu Asai
| Year of publication: |
2009
|
|---|---|
| Authors: | Chib, Siddhartha ; Omori, Yasuhiro ; Asai, Manabu |
| Published in: |
Handbook of financial time series. - Berlin, Heidelberg : Springer, ISBN 3-540-71296-8. - 2009, p. 365-400
|
| Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Multivariate Analyse | Multivariate analysis | Japan | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003833972