Block Structure Multivariate Stochastic Volatility Models
Manabu Asai
◽
Massimiliano Caporin
◽
Michael McAleer
2015 ◽
Vol 40
◽
pp. 40-50
◽
Manabu Asai
◽
Massimiliano Caporin
◽
Michael McAleer
2012 ◽
Vol 02
(01)
◽
pp. 83-89
◽
Yong Li
◽
Fang-Ping Peng
◽
Hao-Feng Xu
2006 ◽
Vol 25
(2-3)
◽
pp. 385-408
◽
Borus Jungbacker
◽
Siem Jan Koopman
2006 ◽
Vol 25
(2-3)
◽
pp. 335-360
◽
Roman Liesenfeld
◽
Jean-François Richard
2012 ◽
Vol 3
(1)
◽
pp. 66-94
◽
Johannes Muhle-Karbe
◽
Oliver Pfaffel
◽
Robert Stelzer
Matteo M. Pelagatti
◽
Giacomo Sbrana
2007 ◽
Vol 14
(2)
◽
pp. 127-133
◽
Shieh-Liang Chen
◽
Shian-Chang Huang
◽
Yi-Mien Lin
Yasuhiro Omori
◽
Tsunehiro Ishihara
2016 ◽
Vol 8
(2)
◽
pp. 19-52
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1998 ◽
Vol 5
(2)
◽
pp. 155-173
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