A multivariate stochastic volatility model with applications in the foreign exchange market
Crossref DOI link: https://doi.org/10.1007/s11147-017-9132-8
Published Online: 2017-03-20
Published Print: 2018-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Escobar, Marcos
Gschnaidtner, Christoph http://orcid.org/0000-0002-9352-7658
License valid from 2017-03-20