Multivariate Stochastic Volatility via Wishart Processes
| Year of publication: |
2006
|
|---|---|
| Authors: | Philipov, Alexander ; Glickman, Mark E. |
| 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. 24.2006, 3, p. 313-328
|