Multivariate stochastic volatility models: Estimation and a comparison with VGARCH models
| Year of publication: |
1998
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|---|---|
| Authors: | Danielsson, Jon |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 5.1998, 2, p. 155
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