| Original language | English |
|---|---|
| Place of Publication | Rotterdam |
| Number of pages | 30 |
| Edition | Econometric Institute Report Series EI2017-08 |
| Publication status | Published - 2017 |
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models
J Chen, M Kobayashi, Michael McAleer
Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic