Multivariate Stochastic Volatility: A Review 

Authors: Manabu Asai ^a;  Michael McAleer ^b; Jun Yu ^c

Affiliations:	a Faculty of Economics, Soka University, Tokyo, Japan
	b School of Economics and Commerce, University of Western Australia, Perth, Australia
	c School of Economics and Social Sciences, Singapore Management University, Singapore

DOI: 10.1080/07474930600713564

Publication Frequency: 6 issues per year

Published in: Econometric Reviews, Volume 25, Issue 2 & 3 September 2006 , pages 145 - 175

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

Formats available: HTML (English) : PDF (English)

You have: FREE ACCESS

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