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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
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