Real Time Estimation of Multivariate Stochastic Volatility Models

wang, jian (2017) Real Time Estimation of Multivariate Stochastic Volatility Models. PhD thesis, University of Sheffield.

Abstract

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Awarding institution: University of Sheffield
Academic Units: The University of Sheffield > Faculty of Science (Sheffield) > School of Mathematics and Statistics (Sheffield)
Identification Number/EthosID (e.g. uk.bl.ethos.123456): uk.bl.ethos.707130
Depositing User: Mr jian wang
Date Deposited: 31 Mar 2017 13:22
Last Modified: 12 Oct 2018 09:37

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