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isPartOf:"Journal of econometrics"
~person:"Chang, Chia-Lin"
~person:"Gouriéroux, Christian"
~person:"Yu, Jun"
~subject:"Schätztheorie"
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Chang, Chia-Lin
Gouriéroux, Christian
Yu, Jun
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The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
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Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
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