M. Hakan Eratalay
Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study
Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study
International Econometric Review
2016-Cilt: 8 - Sayı: 2
19-52
Multivariate Stochastic Volatility,
Estimation,
Constant Correlations,
Time Varying Correlations,
Leverage.
96
69