Multivariate Stochastic Variance Models.

Bibliographic Details
Main Authors: Harvey, A, Ruiz, E, Shephard, N
Format: Book section
Language:English
Published: 2011
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author Harvey, A
Ruiz, E
Shephard, N
author_facet Harvey, A
Ruiz, E
Shephard, N
author_sort Harvey, A
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description
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spelling oxford-uuid:83abe657-1639-4991-8c55-f52fee339efc2022-03-26T21:45:48ZMultivariate Stochastic Variance Models.Book sectionhttp://purl.org/coar/resource_type/c_3248uuid:83abe657-1639-4991-8c55-f52fee339efcEnglishDepartment of Economics - ePrints2011Harvey, ARuiz, EShephard, N
spellingShingle Harvey, A
Ruiz, E
Shephard, N
Multivariate Stochastic Variance Models.
title Multivariate Stochastic Variance Models.
title_full Multivariate Stochastic Variance Models.
title_fullStr Multivariate Stochastic Variance Models.
title_full_unstemmed Multivariate Stochastic Variance Models.
title_short Multivariate Stochastic Variance Models.
title_sort multivariate stochastic variance models
work_keys_str_mv AT harveya multivariatestochasticvariancemodels
AT ruize multivariatestochasticvariancemodels
AT shephardn multivariatestochasticvariancemodels