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Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension.

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Bibliographic Details
Title: Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension.
Authors: Nacinben, João Pedro Coli de Souza Monteneri1 (AUTHOR), Laurini, Márcio1 (AUTHOR) laurini@fearp.usp.br
Source: Econometrics (2225-1146). Mar2024, Vol. 12 Issue 1, p5. 28p.
Database: Business Source Ultimate
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ISSN:22251146
DOI:10.3390/econometrics12010005