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. |
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| 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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