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: journal

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

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

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