Multivariate Stochastic Volatility Model With Realized Volatilities and Pairwise Realized Correlations (Q6626360)
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scientific article; zbMATH DE number 7933460
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| English | Multivariate Stochastic Volatility Model With Realized Volatilities and Pairwise Realized Correlations |
scientific article; zbMATH DE number 7933460 |
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Multivariate Stochastic Volatility Model With Realized Volatilities and Pairwise Realized Correlations (English)
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28 October 2024
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