Accessibility navigation


Multivariate stochastic volatility model

Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 (2006) Multivariate stochastic volatility model. In: Mills, T. C. and Patterson, K. (eds.) Palgrave handbook of econometrics: econometric theory. Palgrave MacMillan, pp. 765-783. ISBN 9781403941558

Full text not archived in this repository.

It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing.


Item Type:Book or Report Section
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:20506
Publisher:Palgrave MacMillan

University Staff: Request a correction | Centaur Editors: Update this record

Page navigation