Bayesian semiparametric multivariate stochastic volatility with application

Martina Zaharieva, M Trede, B Wilfling

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

1 Citation (Scopus)

8 Downloads (Pure)

Access to Document

@article{d4841a34a1054b38a624694ccfcbcf68,

title = "Bayesian semiparametric multivariate stochastic volatility with application",

author = "Martina Zaharieva and M Trede and B Wilfling",

year = "2020",

month = may,

day = "19",

doi = "10.1080/07474938.2020.1761152",

language = "English",

volume = "39",

pages = "947--970",

journal = "Econometric Reviews",

issn = "0747-4938",

publisher = "Taylor & Francis Ltd",

number = "9",

}