Nacinben, J. P. C. d. S. M., & Laurini, M. (2024). Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension. Econometrics (2225-1146), 12(1), 5. https://doi.org/10.3390/econometrics12010005
Chicago Style (17th ed.) CitationNacinben, João Pedro Coli de Souza Monteneri, and Márcio Laurini. "Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension." Econometrics (2225-1146) 12, no. 1 (2024): 5. https://doi.org/10.3390/econometrics12010005.
MLA (9th ed.) CitationNacinben, João Pedro Coli de Souza Monteneri, and Márcio Laurini. "Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension." Econometrics (2225-1146), vol. 12, no. 1, 2024, p. 5, https://doi.org/10.3390/econometrics12010005.