Dynamic Correlations in Symmetric Multivariate SV Models

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Date: 2013-01-15 17:38:31 Time series analysis Stochastic processes Covariance and correlation Stochastic volatility Autoregressive conditional heteroskedasticity Multivariate normal distribution Markov chain Gaussian process Volatility Statistics Mathematical finance Econometrics		Dynamic Correlations in Symmetric Multivariate SV Models Add to Reading List Source URL: www.mssanz.org.au Download Document from Source Website File Size: 237,03 KB Share Document on Facebook

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