A Multivariate Stochastic Volatility Model Applied to a Panel of S&P500 Stocks in Different Industries
Serda S. Öztürk and
Thanasis Stengos ()
International Review of Finance, 2017, vol. 17, issue 3, 479-490
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International Review of Finance is currently edited by Bruce D. Grundy, Naifu Chen, Ming Huang, Takao Kobayashi and Sheridan Titman
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