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Sequential estimation of multivariate factor stochastic volatility models

Published Online: 2025-08-01

Authors

Mücher, Christian

Calzolari, Giorgio

Halbleib, Roxana https://orcid.org/0000-0002-8779-9913
Funding

Funding for this research was provided by:

Deutsche Forschungsgemeinschaft (HA 8672/1)

Albert-Ludwigs-Universität Freiburg im Breisgau
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Text and Data Mining valid from 2025-08-01

Version of Record valid from 2025-08-01
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Article History

Received: 19 April 2024

Accepted: 12 July 2025

First Online: 1 August 2025

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