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Multivariate Stochastic Volatility: An Overview
Authors:
Esfandiar Maasoumi a;
Michael McAleer b
| Affiliations: | a Department of Economics, Southern Methodist University, Dallas, Texas, USA |
| b School of Economics and Commerce, University of Western Australia, Perth, Western Australia, Australia |
DOI:
10.1080/07474930600712806
Publication Frequency:
6 issues per year
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