Results for Multivariate stochastic volatility

Publications & Outputs

1. Multivariate stochastic volatility with large and moderate shocks

   Izzeldin, M., Tsionas, E. & Michaelides, P. G., 23/03/2019, (E-pub ahead of print) In: Journal of the Royal Statistical Society: Series A Statistics in Society.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review