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type_genre:"Graue Literatur"
~person:"Doucet, Arnaud"
~subject:"Volatility"
~type_genre:"Collection of articles of several authors"
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Doucet, Arnaud
Koopman, Siem Jan
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Spokojnyj, Vladimir G.
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Sentana, Enrique
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Silvennoinen, Annastiina
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Sluis, Pieter J. van der
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Tauchen, George Eugene
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Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2020
-
This version: September 2020
Persistent link: https://www.econbiz.de/10013355422
Saved in:
2
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012203994
Saved in:
3
Multivariate stochastic volatility with co-heteroscedasticity
Chan, Joshua
;
Doucet, Arnaud
;
León-González, Roberto
; …
-
2018
Persistent link: https://www.econbiz.de/10012196752
Saved in:
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