Multivariate Stochastic Volatility via Wishart Processes
| Year of publication: |
2006
|
|---|---|
| Authors: | Philipov, Alexander ; Glickman, Mark E. |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 24.2006, July, p. 313-328
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005238467