Factor Multivariate Stochastic Volatility via Wishart Processes

Gespeichert in:

Autor*in:	Philipov, Alexander [verfasserIn] Glickman, Mark

Format:	Artikel

Erschienen:	2006

Umfang:	24

Übergeordnetes Werk:	Enthalten in: Econometric reviews - Philadelphia, Pa. : Taylor & Francis, 1982, 25(2006), 2-3, Seite 311-334
Übergeordnetes Werk:	volume:25 ; year:2006 ; number:2-3 ; pages:311-334 ; extent:24

Katalog-ID:	OLC1723567515

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