Multivariate Stochastic Volatility
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Publication:3646962
DOI10.1007/978-3-540-71297-8_16zbMath1178.91221OpenAlexW1812949503MaRDI QIDQ3646962
Siddhartha Chib, Manabu Asai, Yasuhiro Omori
Publication date: 27 November 2009
Published in: Handbook of Financial Time Series (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1130
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)
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