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

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