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Econometric Reviews, Volume 25 Issue 2 & 3 2006

2008 Impact Factor now 1.220 up from 0.771 in 2007!
ISSN: 1532-4168 (electronic) 0747-4938 (paper)
Publication Frequency: 6 issues per year
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Original Articles
Multivariate Stochastic Volatility: An Overview
Esfandiar Maasoumi; Michael McAleer
Pages 139 – 144
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Multivariate Stochastic Volatility: A Review
Manabu Asai;  Michael McAleer; Jun Yu
Pages 145 – 175
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Continuous Time Wishart Process for Stochastic Risk
C. Gourieroux
Pages 177 – 217
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Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form
Charles S. Bos; Neil Shephard
Pages 219 – 244
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Multivariate Stochastic Volatility Models with Correlated Errors
David Chan;  Robert Kohn; Chris Kirby
Pages 245 – 274
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Factor Stochastic Volatility in Mean Models: A GMM Approach
Catherine Doz; Eric Renault
Pages 275 – 309
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Factor Multivariate Stochastic Volatility via Wishart Processes
Alexander Philipov; Mark E. Glickman
Pages 311 – 334
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Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models
Roman Liesenfeld; Jean-François Richard
Pages 335 – 360
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Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison
Jun Yu; Renate Meyer
Pages 361 – 384
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Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models
Borus Jungbacker; Siem Jan Koopman
Pages 385 – 408
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A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates
Ben Tims; Ronald Mahieu
Pages 409 – 424
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Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model
Michael Smith; Andrew Pitts
Pages 425 – 451
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Asymmetric Multivariate Stochastic Volatility
Manabu Asai; Michael McAleer
Pages 453 – 473
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