Testing for Volatility Co-Movement in Bivariate Stochastic Volatility Models
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: JOURNAL OF THE JAPAN STATISTICAL SOCIETY
سال: 2017
ISSN: 1348-6365,1882-2754
DOI: 10.14490/jjss.47.13