Multivariate Stochastic Volatility via Wishart Processes: A Comment

DOI10.1080/07350015.2012.634358MaRDI QIDQ6666853zbMATH OpenFDO

Authors G. Tappeiner, Janette F. Walde

Publication date 20 January 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2012.634358

Mathematics Subject Classification ID

Bayesian inference (62F15) Estimation in multivariate analysis (62H12)

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