Bayesian semiparametric multivariate stochastic volatility with application

Martina Zaharieva, M Trede, B Wilfling

Research output: Contribution to journalArticleAcademicpeer-review

1 Downloads (Pure)
Original languageEnglish
Pages (from-to)947-970
Number of pages24
JournalEconometric Reviews
Volume39
Issue number9
DOIs
Publication statusPublished - 19 May 2020

Cite this