Multivariate Wishart stochastic volatility and changes in regime
Crossref DOI link: https://doi.org/10.1007/s10182-016-0269-9
Published Online: 2016-03-31
Published Print: 2016-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gribisch, Bastian
Text and Data Mining valid from 2016-03-31