The Wishart autoregressive process of multivariate stochastic volatility

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Publication:302185

DOI10.1016/J.JECONOM.2008.12.016zbMATH Open1429.62397OpenAlexW1967238670MaRDI QIDQ302185

Author name not available (Why is that?)

Publication date: 4 July 2016

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.12.016



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