Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models
Work
Year: 2022
Type: article
Source: Computational Statistics
Institutions University of Missouri, University of Connecticut
Cites: 26
Cited by: 4
Related to: 10
FWCI: 1.025
Citation percentile (by year/subfield): 67.59
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Affordable and clean energy
Open Access status: closed
Grant IDS GM70335, P01CA142538