Bayesian Testing for Asset Volatility Persistence on Multivariate Stochastic Volatility Models
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Mathematical Finance
سال: 2012
ISSN: 2162-2434,2162-2442
DOI: 10.4236/jmf.2012.21010