Block Structure Multivariate Stochastic Volatility Models

M Asai, M Caporin, Michael McAleer

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages34
EditionEI report serie EI 2009-51
Publication statusPublished - 2009

Publication series

SeriesEI report serie
VolumeEI 2009-51

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