The Wishart Autoregressive process of multivariate stochastic volatility
| Year of publication: |
2009
|
|---|---|
| Authors: | Gourieroux, C. ; Jasiak, J. ; Sufana, R. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 150.2009, 2, p. 167-182
|