Multivariate Stochastic Volatility Model With Realized Volatilities and Pairwise Realized Correlations

DOI10.1080/07350015.2019.1602048zbMath1547.62968MaRDI QIDQ6626360

Yasuhiro Omori, Unnamed Author

Publication date: 28 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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