Yu-Cheng Ku
From MaRDI portal
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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