The Wishart Autoregressive of Multivariate Stochastic Volatility
| Year of publication: |
2004
|
|---|---|
| Authors: | Gourieroux, Christian ; Jasiak, Joann ; Sufana, Razvan |
| Institutions: | Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Number 2004-32 |
| Source: |
Persistent link: https://www.econbiz.de/10005823114