Multivariate stochastic volatility: An overview

Econometric Reviews

Volumn 25, Issue 2-3, 2006, Pages 139-144

  Maasoumi, Esfandiar ^a   McAleer, Michael ^b  

^a SOUTHERN METHODIST UNIVERSITY   (United States)

^b UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

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Indexed keywords

EID: 33747765917     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930600712806     Document Type: Review

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