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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

Original languageEnglish
Place of PublicationRotterdam
Number of pages30
EditionEconometric Institute Report Series EI2017-08
Publication statusPublished - 2017

Research programs

  • ESE - E&MS

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