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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.
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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  Data: The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility.
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RecordInfo BibRecord:
  BibEntity:
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      – Type: doi
        Value: 10.1080/07350015.2015.1096788
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      – Code: eng
        Text: English
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        PageCount: 15
        StartPage: 513
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      – TitleFull: The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility.
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            NameFull: Yu, Philip L. H.
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            NameFull: Li, W. K.
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            NameFull: Ng, F. C.
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              Text: Oct2017
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              Y: 2017
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              Value: 35
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