Citation:
Pitt, Michael K, and Neil Shephard. 1999. “Time varying covariances: a factor stochastic volatility approach.” Bayesian Statistics 6, Proceedings of the Sixth Valencia International Meeting, (edited by J.M. Bernardo, J.O. Berger, A.P. Dawid and A.F.M Smith), 547-570. Oxford: Oxford University Press.
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