Multivariate stochastic volatility model

Research output: Chapter in Book/Report/Conference proceedingChapter in a book

Original languageEnglish
Title of host publicationPalgrave handbook of econometrics: econometric theory
EditorsTerrence C. Mills, Kerry Patterson
PublisherPalgrave Macmillan
Pages765-783
Number of pages19
Volume1
Publication statusPublished - 1 Feb 2006

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