A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates (Q5485113)
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scientific article; zbMATH DE number 5050411
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates |
scientific article; zbMATH DE number 5050411 |
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A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates (English)
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28 August 2006
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exchange rates
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multivariate stochastic volatility models
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range-based volatility
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