| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates
|
Tims, Ben
|
|
2006
|
25 |
2-3 |
p. 409-424
|
article
|
| 2 |
Asymmetric Multivariate Stochastic Volatility
|
Asai, Manabu
|
|
2006
|
25 |
2-3 |
p. 453-473
|
article
|
| 3 |
Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models
|
Liesenfeld, Roman
|
|
2006
|
25 |
2-3 |
p. 335-360
|
article
|
| 4 |
Continuous Time Wishart Process for Stochastic Risk
|
Gourieroux, C.
|
|
2006
|
25 |
2-3 |
p. 177-217
|
article
|
| 5 |
Factor Multivariate Stochastic Volatility via Wishart Processes
|
Philipov, Alexander
|
|
2006
|
25 |
2-3 |
p. 311-334
|
article
|
| 6 |
Factor Stochastic Volatility in Mean Models: A GMM Approach
|
Doz, Catherine
|
|
2006
|
25 |
2-3 |
p. 275-309
|
article
|
| 7 |
Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model
|
Smith, Michael
|
|
2006
|
25 |
2-3 |
p. 425-451
|
article
|
| 8 |
Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form
|
Bos, Charles S.
|
|
2006
|
25 |
2-3 |
p. 219-244
|
article
|
| 9 |
Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models
|
Jungbacker, Borus
|
|
2006
|
25 |
2-3 |
p. 385-408
|
article
|
| 10 |
Multivariate Stochastic Volatility: An Overview
|
Maasoumi, Esfandiar
|
|
2006
|
25 |
2-3 |
p. 139-144
|
article
|
| 11 |
Multivariate Stochastic Volatility: A Review
|
Asai, Manabu
|
|
2006
|
25 |
2-3 |
p. 145-175
|
article
|
| 12 |
Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison
|
Yu, Jun
|
|
2006
|
25 |
2-3 |
p. 361-384
|
article
|
| 13 |
Multivariate Stochastic Volatility Models with Correlated Errors
|
Chan, David
|
|
2006
|
25 |
2-3 |
p. 245-274
|
article
|
Journal description