File Download

There are no files associated with this item.

Supplementary

Article: The generalized conditional autoregressive Wishart model for multivariate stochastic volatility

TitleThe generalized conditional autoregressive Wishart model for multivariate stochastic volatility
Authors
Yu, PLHLi, WKNG, FC
Issue Date2017
PublisherTaylor & Francis. The Journal's web site is located at http://www.tandfonline.com/loi/ubes20
Citation
Journal of Business and Economic Statistics, 2017, v. 35 n. 4, p. 513-527 How to Cite?
Persistent Identifierhttp://hdl.handle.net/10722/249338

 

DC FieldValueLanguage
dc.contributor.authorYu, PLH-
dc.contributor.authorLi, WK-
dc.contributor.authorNG, FC-
dc.date.accessioned2017-11-21T03:00:45Z-
dc.date.available2017-11-21T03:00:45Z-
dc.date.issued2017-
dc.identifier.citationJournal of Business and Economic Statistics, 2017, v. 35 n. 4, p. 513-527-
dc.identifier.urihttp://hdl.handle.net/10722/249338-
dc.languageeng-
dc.publisherTaylor & Francis. The Journal's web site is located at http://www.tandfonline.com/loi/ubes20-
dc.relation.ispartofJournal of Business and Economic Statistics-
dc.rightsThis is an electronic version of an article published in [include the complete citation information for the final version of the article as published in the print edition of the journal]. [JOURNAL TITLE] is available online at: http://www.informaworld.com/smpp/ with the open URL of your article.-
dc.titleThe generalized conditional autoregressive Wishart model for multivariate stochastic volatility-
dc.typeArticle-
dc.identifier.emailYu, PLH: plhyu@hku.hk-
dc.identifier.emailLi, WK: hrntlwk@hkucc.hku.hk-
dc.identifier.authorityYu, PLH=rp00835-
dc.identifier.authorityLi, WK=rp00741-
dc.identifier.hkuros282705-
dc.identifier.volume35-
dc.identifier.issue4-
dc.identifier.spage513-
dc.identifier.epage527-

Export via OAI-PMH Interface in XML Formats

OR

Export to Other Non-XML Formats