Multivariate Stochastic Volatility: A Review
- 期刊名称Econometric Reviews
- 作者Asai, Manabu; McAleer, Michael; Yu, Jun
- 卷第25卷
- 印刷ISSN0747-4938
- 电子ISSN1532-4168
- 文件大小217.15KB
- 发表时间2006-09
- DOI10.1080/07474930600713564
- 页码145-175
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