Time Varying Covariances: A Factor Stochastic Volatility Approach (with discussion
| Year of publication: |
1998-01-01
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| Authors: | Shephard, Neil ; Pitt, Michael K |
| Institutions: | Department of Economics, Oxford University |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Number 1998-W05 |
| Source: |
Persistent link: https://www.econbiz.de/10010661397