Original language | English |
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Title of host publication | Palgrave handbook of econometrics: econometric theory |
Editors | Terrence C. Mills, Kerry Patterson |
Publisher | Palgrave Macmillan |
Pages | 765-783 |
Number of pages | 19 |
Volume | 1 |
Publication status | Published - 1 Feb 2006 |
Multivariate stochastic volatility model
Research output: Chapter in Book/Report/Conference proceeding › Chapter in a book