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                                       Details for article 17 of 18 found articles
 
 
  The structure of dynamic correlations in multivariate stochastic volatility models
 
 
Title: The structure of dynamic correlations in multivariate stochastic volatility models
Author: Asai, Manabu
McAleer, Michael
Appeared in: Journal of Econometrics
Paging: Volume 150 (2009) nr. 2 pages 11 p.
Year: 2009
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 17 of 18 found articles
 
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