The Wishart Autoregressive Process of Multivariate Stochastic Volatility

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forthcoming

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Publication Bibliography:

Sufana, Razvan. "The Wishart Autoregressive Process of Multivariate Stochastic Volatility," with Christian Gourieroux and Joann Jasiak, Journal of Econometrics, forthcoming.

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Publication Title:
The Wishart Autoregressive Process of Multivariate Stochastic Volatility

Author Name:
Sufana, Razvan

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Christian Gourieroux and Joann Jasiak
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The Wishart Autoregressive Process of Multivariate Stochastic Volatility

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Journal of Econometrics

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