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A threshold factor multivariate stochastic volatility model
So, Mike K. P.; Choi, C. Y. - In: Journal of forecasting 28 (2009) 8, pp. 712-736
Persistent link: https://www.econbiz.de/10008340029
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A threshold factor multivariate stochastic volatility model
So, Mike Ka-pui; Ts'ai, Cheng-jen - In: Journal of forecasting 28 (2009) 8, pp. 712-735
Persistent link: https://www.econbiz.de/10003918208