Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors (Q1927147): Difference between revisions

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+https://doi.org/10.1016/j.csda.2010.07.015
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+Asymmetric Multivariate Stochastic Volatility
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+Multivariate Stochastic Volatility: A Review
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+Publication:1927147