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Multivariate stochastic volatility with co-heteroscedasticity

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Authors and Corporations: Chan, Joshua (Author), Doucet, Arnaud (Author), León-González, Roberto (Author), Strachan, Rodney W. (Author)
Other Authors: Doucet, Arnaud [Author] • León-González, Roberto [Author] • Strachan, Rodney W. [Author]
Type of Resource: E-Book
Language: English
published:
[Canberra] Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis 2018
Series: Australian National University: CAMA working paper series ; 2018, 52 (October 2018)
Source: Verbunddaten SWB
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