Multivariate Stochastic Volatility via Wishart Processes: A Comment
| Year of publication: |
2012
|
|---|---|
| Authors: | Rinnergschwentner, Wolfgang ; Tappeiner, Gottfried ; Walde, Janette |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 30.2012, 1, p. 164-164
|