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

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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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  Data: <searchLink fieldCode="JN" term="%22Econometrics+%282225-1146%29%22">Econometrics (2225-1146)</searchLink>. Mar2024, Vol. 12 Issue 1, p5. 28p.
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        Value: 10.3390/econometrics12010005
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      – Code: eng
        Text: English
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        PageCount: 28
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      – TitleFull: Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension.
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            NameFull: Nacinben, João Pedro Coli de Souza Monteneri
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              Text: Mar2024
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              Y: 2024
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