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Multivariate stochastic volatility model

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Brooks, C. orcid id iconORCID: https://orcid.org/0000-0002-2668-1153 (2006) Multivariate stochastic volatility model. In: Mills, T. C. and Patterson, K. (eds.) Palgrave handbook of econometrics: econometric theory. Palgrave MacMillan, pp. 765-783. ISBN 9781403941558

Item Type Book or Report Section
URI https://reading-clone.eprints-hosting.org/id/eprint/20506
Refereed Yes
Divisions Henley Business School > Finance and Accounting
Publisher Palgrave MacMillan
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Download
Full text not archived in this repository.
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It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing.

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