Multivariate stochastic volatility, leverage and news impact surfaces (Q3161679): Difference between revisions

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+MaRDI publication profile
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+Dynamic Asymmetric Leverage in Stochastic Volatility Models
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+Asymmetric Multivariate Stochastic Volatility
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+Multivariate Stochastic Volatility: A Review
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+Multivariate Stochastic Variance Models
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+Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
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@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1368-423x.2009.00284.x
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+W1992534502
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