The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility.
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| Title: | The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility. |
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| Authors: | Yu, Philip L. H.1 (AUTHOR) plhyu@hku.hk, Li, W. K.1 (AUTHOR), Ng, F. C.1 (AUTHOR) |
| Source: | Journal of Business & Economic Statistics. Oct2017, Vol. 35 Issue 4, p513-527. 15p. |
| Database: | Business Source Ultimate |
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| ISSN: | 07350015 |
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| DOI: | 10.1080/07350015.2015.1096788 |
