Bayesian analysis of asymmetric multivariate stochastic volatility models with applications to TOPIX sector indices (Q2864723)
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scientific article; zbMATH DE number 6232704
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of asymmetric multivariate stochastic volatility models with applications to TOPIX sector indices |
scientific article; zbMATH DE number 6232704 |
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26 November 2013
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Bayesian analysis of asymmetric multivariate stochastic volatility models with applications to TOPIX sector indices (English)
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