Title of article
Multivariate stochastic volatility models: Estimation and a comparison with VGARCH models
Author/Authors
J?n Dan?elsson، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 1998
Pages
19
From page
155
To page
173
Keywords
Multivariate ARCH , Simulated maximum likelihood , Multivariate stochastic volatility , Monte Carlo estimation
Journal title
Journal of Empirical Finance
Serial Year
1998
Journal title
Journal of Empirical Finance
Record number
130624
Link To Document