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Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison
Yu, Jun; Meyer, Renate - In: Econometric reviews 25 (2006) 2-3, pp. 361-384
Persistent link: https://www.econbiz.de/10007283040
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Multivariate stochastic volatility models : Bayesian estimation and model comparison
Yu, Jun; Meyer, Renate - In: Econometric reviews 25 (2006) 2/3, pp. 361-384
Persistent link: https://www.econbiz.de/10003355796
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Monte Carlo likelihood estimation for three multivariate stochastic volatility models
Jungbacker, Borus; Meyer, Renate; Koopman, Siem Jan - In: Econometric reviews 25 (2006) 2/3, pp. 385-408
Persistent link: https://www.econbiz.de/10003355799