Multivariate Stochastic Volatility Models with Correlated Errors
| Year of publication: |
2006
|
|---|---|
| Authors: | Chan, David ; Kohn, Robert ; Kirby, Chris |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 25.2006, 2-3, p. 245-274
|