Bayesian Testing for Asset Volatility Persistence on Multivariate Stochastic Volatility Models
2012 ◽
Vol 02
(01)
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pp. 83-89
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2014 ◽
Vol 14
(8)
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pp. 1415-1426
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Vol 3
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pp. 66-94
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2007 ◽
Vol 14
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pp. 127-133
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2016 ◽
Vol 8
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pp. 19-52
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1998 ◽
Vol 5
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pp. 155-173
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