Multi-variate stochastic volatility modelling using Wishart autoregressive processes
Article first published online: 30 MAY 2011
© 2011 Blackwell Publishing Ltd
Journal of Time Series Analysis
Volume 33, Issue 1, pages 48–60, January 2012
How to Cite
Triantafyllopoulos, K. (2012), Multi-variate stochastic volatility modelling using Wishart autoregressive processes. Journal of Time Series Analysis, 33: 48–60. doi: 10.1111/j.1467-9892.2011.00738.x
- Issue published online: 27 DEC 2011
- Article first published online: 30 MAY 2011
- First version received February 2010
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