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Multivariate stochastic variance models
Harvey, Andrew C.
- In:
The review of economic studies
61
(
1994
)
2
,
pp. 247-264
Persistent link: https://www.econbiz.de/10001160740
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Multivariate Stochastic Variance Models
Harvey, Andrew
;
Ruiz, Esther
;
Shephard, Neil
- In:
The review of economic studies
61
(
1994
)
207
,
pp. 247-264
Persistent link: https://www.econbiz.de/10007713564
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