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Asymmetric Multivariate Stochastic Volatility 

Authors: Manabu Asai a; Michael McAleer b
Affiliations:   a Faculty of Economics, Soka University, Tokyo, Japan
b School of Economics and Commerce, University of Western Australia, Perth, Western Australia, Australia
DOI: 10.1080/07474930600712913
Publication Frequency: 6 issues per year
Published in: journal Econometric Reviews, Volume 25, Issue 2 & 3 September 2006 , pages 453 - 473
Formats available: HTML (English) : PDF (English)
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