Multivariate Stochastic Volatility (Q3646962)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Stochastic Volatility |
scientific article |
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Multivariate Stochastic Volatility (English)
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27 November 2009
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multivariate stochastic volatility (MSV)
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leverage effect
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factor model
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Bayesian analysis
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Wishart process
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