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Title | Author(s) | Issue Date | |
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The generalized conditional autoregressive Wishart model for multivariate stochastic volatility Journal:Journal of Business and Economic Statistics | 2017 |
Title | Author(s) | Issue Date | |
---|---|---|---|
The generalized conditional autoregressive Wishart model for multivariate stochastic volatility Journal:Journal of Business and Economic Statistics | 2017 |