The structure of dynamic correlations in multivariate stochastic volatility models (Q302187)
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scientific article; zbMATH DE number 6600710
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The structure of dynamic correlations in multivariate stochastic volatility models |
scientific article; zbMATH DE number 6600710 |
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The structure of dynamic correlations in multivariate stochastic volatility models (English)
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4 July 2016
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multivariate conditional volatility
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multivariate stochastic volatility
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constant correlations
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dynamic correlations
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Markov chain Monte Carlo
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