Yu-Cheng Ku
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Person:2018620
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Dynamic correlation multivariate stochastic volatility with latent factors Statistica Neerlandica | 2023-12-14 | Paper |
| A flexible observed factor model with separate dynamics for the factor volatilities and their correlation matrix Statistical Modelling | 2020-10-08 | Paper |
| On the degrees of freedom in MCMC-based Wishart models for time series data Statistics & Probability Letters | 2015-03-24 | Paper |
Research outcomes over time
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