The multivariate supOU stochastic volatility model

Ole Eiler Barndorff-Nielsen and Robert Stelzer

Year of publication:	2009
Authors:	Barndorff-Nielsen, Ole E. ; Stelzer, Robert
Publisher:	Århus : School of Economics and Management
Subject:	Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Faktorenanalyse \| Factor analysis \| Finanzmarkt \| Financial market \| Theorie \| Theory

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