Multivariate stochastic volatility model

Research output: Chapter in Book/Report/Conference proceeding › Chapter in a book

Original language	English
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

Access to Document

@inbook{54506c91222f4d1caf182bf155b46f4f,

title = "Multivariate stochastic volatility model",

author = "Chris Brooks",

year = "2006",

month = feb,

day = "1",

language = "English",

volume = "1",

pages = "765--783",

editor = "Mills, \{Terrence C.\} and Kerry Patterson",

booktitle = "Palgrave handbook of econometrics: econometric theory",

publisher = "Palgrave Macmillan",

address = "United Kingdom",

}