The Wishart Autoregressive process of multivariate...

The Wishart Autoregressive process of multivariate stochastic volatility

C. Gourieroux, J. Jasiak, R. Sufana
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Volume:
150
Year:
2009
Language:
english
Pages:
15
DOI:
10.1016/j.jeconom.2008.12.016
File:
PDF, 3.34 MB
english, 2009
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