Selection of Multivariate Stochastic Volatility Models via Bayesian Stochastic Search
| Year of publication: |
2011
|
|---|---|
| Authors: | Loddo, Antonello ; Ni, Shawn ; Sun, Dongchu |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 29.2011, 3, p. 342-355
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009358098