Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study
2016 ◽
Vol 8
(2)
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pp. 19-52
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2012 ◽
Vol 02
(01)
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pp. 83-89
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2010 ◽
Vol 38
(1)
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pp. 1-22
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2009 ◽
Vol 347
(9-10)
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pp. 559-563
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Keyword(s):
2012 ◽
Vol 3
(1)
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pp. 66-94
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2014 ◽
Vol 91
(9)
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pp. 2039-2059
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