Scalable inference for a full multivariate stochastic volatility model
Work
Year: 2021
Type: article
Source: Journal of Econometrics
Institutions Athens University of Economics and Business, University College London, Pompeu Fabra University, Barcelona School of Economics
Cites: 71
Cited by:
Related to: 10
FWCI:
Citation percentile (by year/subfield):
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green