Multivariate stochastic variance models
By: Andrew Harvey, Esther Ruiz and Neil Shephard.
Contributors: Ruiz, Esther.; Shephard, Neil.
Series: Financial Markets Group discussion paper series / London School of Economics Financial Markets Group -- no.132; Financial Markets Group discussion paper (London School of Economics Financial Markets Group) -- no.132.
Publisher: London School ofEconomics Financial Markets Group
Published: 1992
Place of publication: London
Language: eng