Multivariate Stochastic Volatility: An Overview
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Publication:5485101
DOI10.1080/07474930600712806zbMath1220.62129OpenAlexW4236286411MaRDI QIDQ5485101
Michael McAleer, Esfandiar Maasoumi
Publication date: 28 August 2006
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474930600712806
Applications of statistics to actuarial sciences and financial mathematics (62P05) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Collections of articles of miscellaneous specific interest (00B15)
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