Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study.
- Published in:
- International Econometric Review, 2016, v. 8, n. 2, p. 19, doi. 10.33818/ier.278044
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- Publication type:
- Article
Works matching IS 13088793 AND DT 2016 AND VI 8 AND IP 2
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