Multivariate stochastic volatility models: Estimation and a comparison with VGARCH models
- 1 June 1998
- journal article
- Published by Elsevier in Journal of Empirical Finance
- Vol. 5 (2) , 155-173
- https://doi.org/10.1016/s0927-5398(97)00016-9
Abstract
No abstract availableKeywords
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