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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Glickman, Mark E."
~subject:"Volatility"
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
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Multivariate stochastic
volatility
via Wishart processes: a comment
Rinnergschwentner, Wolfgang
;
Tappeiner, Gottfried
; …
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
1
,
pp. 164
Persistent link: https://www.econbiz.de/10009558917
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2
Multivariate stochastic
volatility
via Wishart processes
Philipov, Alexander
;
Glickman, Mark E.
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
3
,
pp. 313-328
Persistent link: https://www.econbiz.de/10003349348
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