The Wishart Autoregressive Process of Multivariate Stochastic Volatility

Publication Type:
conference papers

Publication Year:
2004

Publication Bibliography:

Sufana, R. Canadian Econometrics Study Group: Financial Econometrics, Toronto, September 2004 Presented "The Wishart Autoregressive Process of Multivariate Stochastic Volatility".

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Publication Title:
The Wishart Autoregressive Process of Multivariate Stochastic Volatility

Author Name:
Sufana, R.

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Title of Paper:
The Wishart Autoregressive Process of Multivariate Stochastic Volatility

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Canadian Econometrics Study Group Financial Econometrics

City and Province/State/Country:
Toronto

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