Multivariate stochastic volatility with large and moderate shocks
| Year of publication: |
2019
|
|---|---|
| Authors: | Izzeldin, Marwan ; Tsionas, Mike G. ; Michaelides, Panayotis G. |
| Published in: |
Journal of the Royal Statistical Society: Series A (Statistics in Society). - Wiley, ISSN 1467-985X, ZDB-ID 1490715-X. - Vol. 182.2019, 3 (23.03.), p. 887-917
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/rssa.12443 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012097200