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subject:"Volatility"
subject:"Yield curve"
~person:"Asai, Manabu"
~person:"Diebold, Francis X."
~subject:"Multivariate stochastic volatility"
~type_genre:"Book section"
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Multivariate stochastic volatility
Chib, Siddhartha
;
Omori, Yasuhiro
;
Asai, Manabu
- In:
Handbook of financial time series
,
(pp. 365-400)
.
2009
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