A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates

Ben Tims, RJ Mahieu

Research output: Contribution to journal › Article › Academic › peer-review

11 Citations (Scopus)

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@article{5a78b8ea91ad4071b804e4caf97235ab,

title = "A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates",

author = "Ben Tims and RJ Mahieu",

year = "2006",

doi = "10.1080/07474930600712814",

language = "Undefined/Unknown",

volume = "25",

pages = "409--424",

journal = "Econometric Reviews",

issn = "0747-4938",

publisher = "Taylor & Francis Ltd",

number = "2/3",

}