The conditional autoregressive Wishart model for multivariate stock market volatility
| Year of publication: |
2012
|
|---|---|
| Authors: | Golosnoy, Vasyl ; Gribisch, Bastian ; Liesenfeld, Roman |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 167.2012, 1, p. 211-224
|